Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394694.7326 | 331390.5286 | 63304.204 | 134390.6181 | 582582.9093 | -448192.2912 |
Total P&L (%) | 394.6947 | 331.3905 | 63.3042 | 134.3906 | 582.5829 | -448.1923 |
Avg Daily Profit (%) | 0.1578 | 0.1325 | 0.0253 | 0.0341 | 0.0768 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146334 | -157475 | -103776 | -1013728 | -840880 | -747973 |
Profit Factor | 1.3517 | 1.5438 | 1.1234 | 1.0277 | 1.2271 | 0.804 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Losing Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Profitability (%) | 52.4476 | 53.8462 | 51.049 | 52.4476 | 53.8462 | 51.049 |
Ratio Avg Win / Avg Loss | 1.2255 | 1.3232 | 1.0772 | 0.9318 | 1.0518 | 0.7709 |
Largest Winning Trade | 148877 | 148877 | 43906 | 539348 | 539348 | 176917 |
Largest Losing Trade | -35790 | -33664 | -35790 | -287355 | -231597 | -287355 |
Avg Bars in Trades | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 21 | 27 | 14 | 21 | 27 | 14 |
Bars Traded | 7252 | 3948 | 3303 | 7252 | 3948 | 3303 |
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 | 351029 | -13983 | -244045 | -337025 | -89727 | -580539 |
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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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