Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340000.9782 | 275734.8693 | 64266.1089 | 68057.1886 | 307090.0902 | -239032.9017 |
Total P&L (%) | 340.001 | 275.7349 | 64.2661 | 68.0572 | 307.0901 | -239.0329 |
Avg Daily Profit (%) | 0.1633 | 0.1324 | 0.0309 | 0.0249 | 0.0674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176845 | -155548 | -108737 | -1056389 | -690450 | -401833 |
Profit Factor | 1.27 | 1.4246 | 1.1054 | 1.0169 | 1.1534 | 0.8816 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Profitability (%) | 45.7576 | 44.2424 | 47.2727 | 45.7576 | 44.2424 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.5055 | 1.7954 | 1.2329 | 1.2055 | 1.4536 | 0.9833 |
Largest Winning Trade | 102948 | 102948 | 51894 | 221267 | 221267 | 184950 |
Largest Losing Trade | -34076 | -34076 | -25676 | -231285 | -129749 | -231285 |
Avg Bars in Trades | 74 | 73 | 74 | 74 | 73 | 74 |
Avg Bars in Winners | 105 | 106 | 104 | 105 | 106 | 104 |
Avg Bars in Losers | 47 | 47 | 48 | 47 | 47 | 48 |
Bars Traded | 24501 | 12190 | 12311 | 24501 | 12190 | 12311 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302197 | -16238 | -257433 | -361524 | -156576 | -581529 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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