Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340389.3396 | 228924.7311 | 111464.6084 | 195474.2335 | 219374.7438 | -23900.5103 |
Total P&L (%) | 340.3893 | 228.9247 | 111.4646 | 195.4742 | 219.3747 | -23.9005 |
Avg Daily Profit (%) | 0.3307 | 0.2224 | 0.1083 | 0.1053 | 0.1129 | -0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109545 | -87142 | -81052 | -351026 | -243492 | -299582 |
Profit Factor | 1.3121 | 1.4554 | 1.1896 | 1.1098 | 1.2567 | 0.9742 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 131 | 59 | 72 | 131 | 59 | 72 |
Losing Trades | 184 | 99 | 85 | 184 | 99 | 85 |
Profitability (%) | 41.5873 | 37.3418 | 45.8599 | 41.5873 | 37.3418 | 45.8599 |
Ratio Avg Win / Avg Loss | 1.8429 | 2.4421 | 1.4043 | 1.5589 | 2.1087 | 1.15 |
Largest Winning Trade | 164716 | 164716 | 35731 | 341050 | 341050 | 71057 |
Largest Losing Trade | -27226 | -22695 | -27226 | -122135 | -74987 | -122135 |
Avg Bars in Trades | 77 | 70 | 84 | 77 | 70 | 84 |
Avg Bars in Winners | 119 | 111 | 126 | 119 | 111 | 126 |
Avg Bars in Losers | 48 | 46 | 49 | 48 | 46 | 49 |
Bars Traded | 24494 | 11173 | 13321 | 24494 | 11173 | 13321 |
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 | 301780 | 191052 | -61760 | -152594 | -46015 | -580454 |
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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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