Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273999.3787 | 166338.2416 | 107661.1371 | -23700.6437 | 8156.8757 | -31857.5194 |
Total P&L (%) | 273.9994 | 166.3382 | 107.6611 | -23.7006 | 8.1569 | -31.8575 |
Avg Daily Profit (%) | 0.263 | 0.1597 | 0.1034 | -0.026 | 0.0075 | -0.0368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171808 | -71696 | -143653 | -109527 | -22545 | -114454 |
Profit Factor | 1.3155 | 1.3484 | 1.2753 | 0.9256 | 1.0563 | 0.8167 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 172 | 79 | 93 | 172 | 79 | 93 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 57.9125 | 53.3784 | 62.4161 | 57.9125 | 53.3784 | 62.4161 |
Ratio Avg Win / Avg Loss | 0.956 | 1.1777 | 0.7679 | 0.6727 | 0.9226 | 0.4918 |
Largest Winning Trade | 37400 | 37400 | 23924 | 15074 | 15074 | 11727 |
Largest Losing Trade | -92701 | -38316 | -92701 | -55477 | -15926 | -55477 |
Avg Bars in Trades | 83 | 98 | 67 | 83 | 98 | 67 |
Avg Bars in Winners | 79 | 98 | 63 | 79 | 98 | 63 |
Avg Bars in Losers | 88 | 99 | 75 | 88 | 99 | 75 |
Bars Traded | 24720 | 14604 | 10116 | 24720 | 14604 | 10116 |
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 | 333025 | 285546 | -55284 | -578198 | -508539 | -579328 |
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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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