Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307894.452 | 344049.5263 | -36155.0743 | -69598.4807 | 13075.1554 | -82673.6361 |
Total P&L (%) | 307.8945 | 344.0495 | -36.1551 | -69.5985 | 13.0752 | -82.6736 |
Avg Daily Profit (%) | 0.1693 | 0.1891 | -0.0199 | -0.0654 | 0.0068 | -0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135822 | -95511 | -138247 | -58144 | -55574 | -58288 |
Profit Factor | 1.3163 | 1.6255 | 0.9146 | 0.8464 | 1.0556 | 0.6209 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 51.0067 | 51.3514 | 50.6667 | 51.0067 | 51.3514 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.2643 | 1.54 | 0.8905 | 0.813 | 1.0001 | 0.6045 |
Largest Winning Trade | 244251 | 244251 | 56789 | 34840 | 34840 | 20787 |
Largest Losing Trade | -67967 | -46331 | -67967 | -48028 | -24309 | -48028 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 3367 | 1811 | 1556 | 3367 | 1811 | 1556 |
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 | 300396 | -53399 | -637371 | -579975 | -477227 | -637371 |
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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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