Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411982.7744 | 281555.5311 | 130427.2433 | -34425.0585 | 382713.2951 | -417138.3537 |
Total P&L (%) | 411.9828 | 281.5555 | 130.4272 | -34.4251 | 382.7133 | -417.1384 |
Avg Daily Profit (%) | 0.1732 | 0.1184 | 0.0548 | -0.0177 | 0.0662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135487 | -103072 | -124084 | -610712 | -132919 | -561013 |
Profit Factor | 1.32 | 1.471 | 1.1892 | 0.9839 | 1.4722 | 0.6852 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 53.9924 | 53.0303 | 54.9618 | 53.9924 | 53.0303 | 54.9618 |
Ratio Avg Win / Avg Loss | 1.1248 | 1.3029 | 0.9744 | 0.8384 | 1.3039 | 0.5615 |
Largest Winning Trade | 55039 | 55039 | 52830 | 204494 | 204494 | 53934 |
Largest Losing Trade | -93149 | -32525 | -93149 | -403535 | -88296 | -403535 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 4752 | 2383 | 2369 | 4752 | 2383 | 2369 |
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 | 351706 | -33377 | -133104 | -578606 | -102925 | -580063 |
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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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