Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334116.721 | 252505.4852 | 81611.2358 | 196815.8756 | 162010.5458 | 34805.3298 |
Total P&L (%) | 334.1167 | 252.5055 | 81.6112 | 196.8159 | 162.0105 | 34.8053 |
Avg Daily Profit (%) | 0.1604 | 0.1212 | 0.0392 | 0.0522 | 0.0462 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128203 | -122329 | -115468 | -261544 | -278521 | -248496 |
Profit Factor | 1.3415 | 1.5061 | 1.1702 | 1.1029 | 1.1621 | 1.0381 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Losing Trades | 182 | 90 | 92 | 182 | 90 | 92 |
Profitability (%) | 44.8485 | 45.4545 | 44.2424 | 44.8485 | 45.4545 | 44.2424 |
Ratio Avg Win / Avg Loss | 1.6497 | 1.8073 | 1.4748 | 1.3563 | 1.3945 | 1.3084 |
Largest Winning Trade | 121587 | 121587 | 51413 | 185010 | 185010 | 81458 |
Largest Losing Trade | -24836 | -18861 | -24836 | -67486 | -54888 | -67486 |
Avg Bars in Trades | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Winners | 107 | 103 | 111 | 107 | 103 | 111 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 24424 | 11987 | 12437 | 24424 | 11987 | 12437 |
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 | 304310 | -30206 | -175831 | -230720 | -174821 | -356867 |
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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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