Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234241.4252 | 172236.4462 | 62004.9791 | 172254.4796 | 344400.5831 | -172146.1035 |
Total P&L (%) | 234.2414 | 172.2364 | 62.005 | 172.2545 | 344.4006 | -172.1461 |
Avg Daily Profit (%) | 0.4497 | 0.3307 | 0.1191 | 0.1925 | 0.2868 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123115 | -50077 | -84422 | -630424 | -218984 | -440982 |
Profit Factor | 1.2879 | 1.4584 | 1.1416 | 1.056 | 1.2649 | 0.903 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 156 | 72 | 84 | 156 | 72 | 84 |
Losing Trades | 143 | 78 | 65 | 143 | 78 | 65 |
Profitability (%) | 52.1739 | 48 | 56.3758 | 52.1739 | 48 | 56.3758 |
Ratio Avg Win / Avg Loss | 1.1806 | 1.5799 | 0.8834 | 0.968 | 1.3703 | 0.6987 |
Largest Winning Trade | 45207 | 45207 | 23171 | 146315 | 146315 | 93822 |
Largest Losing Trade | -62089 | -17724 | -62089 | -327187 | -118339 | -327187 |
Avg Bars in Trades | 82 | 78 | 87 | 82 | 78 | 87 |
Avg Bars in Winners | 86 | 81 | 91 | 86 | 81 | 91 |
Avg Bars in Losers | 78 | 75 | 81 | 78 | 75 | 81 |
Bars Traded | 24772 | 11775 | 12997 | 24772 | 11775 | 12997 |
Profit Streak | 0 | 0 | 8.842 | 0 | 0 | 8.842 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397526 | 352256 | -100256 | -151716 | 256190 | -580010 |
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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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