Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360097.5264 | 259459.5835 | 100637.9429 | 87837.0018 | 106177.9923 | -18340.9905 |
Total P&L (%) | 360.0975 | 259.4596 | 100.6379 | 87.837 | 106.178 | -18.341 |
Avg Daily Profit (%) | 0.3505 | 0.2526 | 0.098 | 0.0614 | 0.0705 | -0.0197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161509 | -130314 | -119714 | -116844 | -73360 | -137936 |
Profit Factor | 1.3564 | 1.4687 | 1.2203 | 1.1302 | 1.3137 | 0.9454 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 169 | 91 | 78 | 169 | 91 | 78 |
Profitability (%) | 44.9511 | 40.5229 | 49.3506 | 44.9511 | 40.5229 | 49.3506 |
Ratio Avg Win / Avg Loss | 1.6611 | 2.1557 | 1.2524 | 1.3841 | 1.9281 | 0.9703 |
Largest Winning Trade | 215274 | 215274 | 36420 | 66442 | 66442 | 22984 |
Largest Losing Trade | -44903 | -29794 | -44903 | -53314 | -23026 | -53314 |
Avg Bars in Trades | 79 | 93 | 65 | 79 | 93 | 65 |
Avg Bars in Winners | 107 | 132 | 86 | 107 | 132 | 86 |
Avg Bars in Losers | 56 | 67 | 44 | 56 | 67 | 44 |
Bars Traded | 24345 | 14329 | 10017 | 24345 | 14329 | 10017 |
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 | 363204 | 246847 | -62596 | -188646 | -101024 | -580779 |
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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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