Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363281.3627 | 181004.7491 | 182276.6136 | 121285.7681 | 44205.6893 | 77080.0788 |
Total P&L (%) | 363.2814 | 181.0047 | 182.2766 | 121.2858 | 44.2057 | 77.0801 |
Avg Daily Profit (%) | 0.2443 | 0.1217 | 0.1226 | 0.0534 | 0.0246 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227315 | -99765 | -185992 | -1879880 | -912667 | -1319253 |
Profit Factor | 1.3164 | 1.2911 | 1.3462 | 1.0177 | 1.0117 | 1.0251 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 50.8696 | 46.087 | 55.6522 | 50.8696 | 46.087 | 55.6522 |
Ratio Avg Win / Avg Loss | 1.2714 | 1.5104 | 1.0727 | 0.9829 | 1.1835 | 0.8169 |
Largest Winning Trade | 122557 | 122557 | 51249 | 462441 | 462441 | 252842 |
Largest Losing Trade | -43625 | -31998 | -43625 | -589670 | -383214 | -589670 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 2940 | 1470 | 1470 | 2940 | 1470 | 1470 |
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 | 351999 | -30858 | -28238 | -322658 | -370956 | -335339 |
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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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