Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486381.4697 | 278370.6174 | 208010.8523 | 1388294.5031 | 1555532.7533 | -167238.2503 |
Total P&L (%) | 486.3815 | 278.3706 | 208.0109 | 1388.2945 | 1555.5328 | -167.2383 |
Avg Daily Profit (%) | 0.289 | 0.1654 | 0.1236 | 0.1606 | 0.1669 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107164 | -119539 | -64213 | -3225687 | -1274446 | -1980842 |
Profit Factor | 1.528 | 1.6006 | 1.4545 | 1.2059 | 1.508 | 0.9546 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Profitability (%) | 40.7407 | 41.4815 | 40 | 40.7407 | 41.4815 | 40 |
Ratio Avg Win / Avg Loss | 2.2225 | 2.2579 | 2.1818 | 1.754 | 2.1274 | 1.4318 |
Largest Winning Trade | 78430 | 78430 | 57674 | 1017428 | 1017428 | 889832 |
Largest Losing Trade | -20253 | -17923 | -20253 | -673213 | -607568 | -673213 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 6541 | 3399 | 3142 | 6541 | 3399 | 3142 |
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 | 326137 | 256446 | -29681 | 230758 | 251640 | -582918 |
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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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