Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331523.4043 | 250495.4744 | 81027.9299 | 45687.4214 | 130683.3601 | -84995.9388 |
Total P&L (%) | 331.5234 | 250.4955 | 81.0279 | 45.6874 | 130.6834 | -84.9959 |
Avg Daily Profit (%) | 0.3224 | 0.2436 | 0.0788 | 0.0366 | 0.0813 | -0.1843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166577 | -172896 | -111282 | -385025 | -209579 | -330219 |
Profit Factor | 1.2811 | 1.3637 | 1.1652 | 1.0239 | 1.1274 | 0.9039 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 145 | 65 | 80 | 145 | 65 | 80 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 46.4744 | 41.6667 | 51.2821 | 46.4744 | 41.6667 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.4755 | 1.9091 | 1.1069 | 1.1793 | 1.5783 | 0.8587 |
Largest Winning Trade | 204058 | 204058 | 27734 | 94713 | 94713 | 70216 |
Largest Losing Trade | -29243 | -29243 | -29113 | -91329 | -66006 | -91329 |
Avg Bars in Trades | 39 | 46 | 31 | 39 | 46 | 31 |
Avg Bars in Winners | 44 | 52 | 37 | 44 | 52 | 37 |
Avg Bars in Losers | 34 | 42 | 26 | 34 | 42 | 26 |
Bars Traded | 12207 | 7218 | 4989 | 12207 | 7218 | 4989 |
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 | 320260 | 237555 | -126130 | -339677 | -166660 | -580349 |
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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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