Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366226.11 | 337622.55 | 28603.56 | 92823.3417 | -17324.4504 | 110147.7921 |
Total P&L (%) | 366.2261 | 337.6226 | 28.6036 | 92.8233 | -17.3245 | 110.1478 |
Avg Daily Profit (%) | 0.3401 | 0.3136 | 0.0266 | 0.061 | -0.0177 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121204 | -109462 | -65750 | -600404 | -556933 | -345580 |
Profit Factor | 1.5112 | 1.8629 | 1.088 | 1.0244 | 0.9919 | 1.0662 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Losing Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Profitability (%) | 51.5267 | 52.6718 | 50.3817 | 51.5267 | 52.6718 | 50.3817 |
Ratio Avg Win / Avg Loss | 1.4216 | 1.6739 | 1.0715 | 0.9637 | 0.8913 | 1.05 |
Largest Winning Trade | 381941 | 381941 | 41638 | 400440 | 400440 | 198641 |
Largest Losing Trade | -23261 | -20467 | -23261 | -157474 | -157474 | -126210 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 23 | 28 | 19 | 23 | 28 | 19 |
Bars Traded | 6077 | 3280 | 2797 | 6077 | 3280 | 2797 |
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 | 433426 | 451617 | -284267 | -304957 | -580360 | -248409 |
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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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