Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377421.7976 | 261478.5893 | 115943.2084 | 64959.0408 | 214890.8043 | -149931.7634 |
Total P&L (%) | 377.4218 | 261.4786 | 115.9432 | 64.959 | 214.8908 | -149.9318 |
Avg Daily Profit (%) | 0.2018 | 0.1398 | 0.062 | 0.0268 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143909 | -120758 | -100062 | -371625 | -201679 | -404981 |
Profit Factor | 1.3159 | 1.427 | 1.1991 | 1.0322 | 1.2261 | 0.8597 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 148 | 70 | 78 | 148 | 70 | 78 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 49.0066 | 46.3576 | 51.6556 | 49.0066 | 46.3576 | 51.6556 |
Ratio Avg Win / Avg Loss | 1.3692 | 1.6513 | 1.1222 | 1.074 | 1.4188 | 0.8046 |
Largest Winning Trade | 79396 | 79396 | 44824 | 152595 | 152595 | 119917 |
Largest Losing Trade | -71796 | -48205 | -71796 | -289070 | -201679 | -289070 |
Avg Bars in Trades | 73 | 86 | 60 | 73 | 86 | 60 |
Avg Bars in Winners | 86 | 100 | 74 | 86 | 100 | 74 |
Avg Bars in Losers | 60 | 74 | 44 | 60 | 74 | 44 |
Bars Traded | 22193 | 13106 | 9087 | 22193 | 13106 | 9087 |
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 | 324366 | -5645 | -111274 | -341406 | -112572 | -580327 |
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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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