Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363715.7593 | 317990.5915 | 45725.1678 | 40649.6506 | 140429.8273 | -99780.1767 |
Total P&L (%) | 363.7158 | 317.9906 | 45.7252 | 40.6497 | 140.4298 | -99.7802 |
Avg Daily Profit (%) | 0.1965 | 0.1718 | 0.0247 | 0.0184 | 0.0474 | -0.33 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136219 | -138712 | -160080 | -188012 | -159312 | -206708 |
Profit Factor | 1.2427 | 1.4241 | 1.0611 | 1.0253 | 1.1763 | 0.8772 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 256 | 123 | 133 | 256 | 123 | 133 |
Losing Trades | 311 | 161 | 150 | 311 | 161 | 150 |
Profitability (%) | 45.1499 | 43.3099 | 46.9965 | 45.1499 | 43.3099 | 46.9965 |
Ratio Avg Win / Avg Loss | 1.5097 | 1.8641 | 1.1967 | 1.2455 | 1.5397 | 0.9893 |
Largest Winning Trade | 168795 | 168795 | 54538 | 167238 | 167238 | 48555 |
Largest Losing Trade | -42295 | -33252 | -42295 | -69111 | -66939 | -69111 |
Avg Bars in Trades | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Winners | 54 | 43 | 63 | 54 | 43 | 63 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 21782 | 9317 | 12465 | 21782 | 9317 | 12465 |
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 | 342429 | 275804 | -315191 | -362061 | -156773 | -581021 |
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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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