Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539058.7851 | 434259.8931 | 104798.8921 | 386907.3287 | 519817.3653 | -132910.0367 |
Total P&L (%) | 539.0588 | 434.2599 | 104.7989 | 386.9073 | 519.8174 | -132.91 |
Avg Daily Profit (%) | 0.3044 | 0.2452 | 0.0592 | 0.0894 | 0.1031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108245 | -119958 | -100734 | -793293 | -626030 | -568502 |
Profit Factor | 1.4231 | 1.6768 | 1.1657 | 1.0664 | 1.1784 | 0.9544 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 51.5267 | 48.855 | 54.1985 | 51.5267 | 48.855 | 54.1985 |
Ratio Avg Win / Avg Loss | 1.3388 | 1.7554 | 0.9851 | 1.0032 | 1.2337 | 0.8065 |
Largest Winning Trade | 167601 | 167601 | 37090 | 526554 | 526554 | 148389 |
Largest Losing Trade | -50119 | -45499 | -50119 | -339615 | -316260 | -339615 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3444 | 1520 | 1924 | 3444 | 1520 | 1924 |
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 | 418046 | 389152 | -153210 | -219202 | -79615 | -580162 |
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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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