Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485446.2693 | 268298.44 | 217147.8293 | 134184.7685 | 488567.3227 | -354382.5542 |
Total P&L (%) | 485.4463 | 268.2984 | 217.1478 | 134.1848 | 488.5673 | -354.3826 |
Avg Daily Profit (%) | 0.2933 | 0.1621 | 0.1312 | 0.0514 | 0.1072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304726 | -200747 | -142049 | -2696058 | -1898937 | -1282507 |
Profit Factor | 1.3769 | 1.3871 | 1.365 | 1.0154 | 1.1169 | 0.9218 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 54.185 | 50 | 58.4071 | 54.185 | 50 | 58.4071 |
Ratio Avg Win / Avg Loss | 1.1642 | 1.3871 | 0.972 | 0.8586 | 1.1169 | 0.6564 |
Largest Winning Trade | 166591 | 166591 | 42511 | 973819 | 973819 | 754308 |
Largest Losing Trade | -53155 | -53155 | -51401 | -895263 | -536990 | -895263 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3279 | 1646 | 1633 | 3279 | 1646 | 1633 |
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 | 395303 | 285844 | -17935 | -327475 | -141852 | -579664 |
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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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