Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302786.6479 | 287410.431 | 15376.2169 | 119109.3339 | 256310.5741 | -137201.2402 |
Total P&L (%) | 302.7866 | 287.4104 | 15.3762 | 119.1093 | 256.3106 | -137.2012 |
Avg Daily Profit (%) | 0.2145 | 0.2036 | 0.0109 | 0.0556 | 0.0901 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117417 | -90866 | -108275 | -111638 | -63541 | -258863 |
Profit Factor | 1.2431 | 1.5317 | 1.0218 | 1.0887 | 1.455 | 0.824 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Losing Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Profitability (%) | 42 | 44.6667 | 39.3333 | 42 | 44.6667 | 39.3333 |
Ratio Avg Win / Avg Loss | 1.7167 | 1.8975 | 1.576 | 1.5034 | 1.8025 | 1.2709 |
Largest Winning Trade | 62108 | 62108 | 55758 | 79588 | 79588 | 60675 |
Largest Losing Trade | -28367 | -24309 | -28367 | -38849 | -20674 | -38849 |
Avg Bars in Trades | 55 | 57 | 54 | 55 | 57 | 54 |
Avg Bars in Winners | 84 | 79 | 90 | 84 | 79 | 90 |
Avg Bars in Losers | 34 | 39 | 30 | 34 | 39 | 30 |
Bars Traded | 16746 | 8598 | 8148 | 16746 | 8598 | 8148 |
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 | 253823 | 303110 | -387587 | -242074 | -72412 | -583028 |
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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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