Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288741.149 | 280534.275 | 8206.874 | -20038.7244 | 338571.5338 | -358610.2583 |
Total P&L (%) | 288.7411 | 280.5343 | 8.2069 | -20.0387 | 338.5715 | -358.6103 |
Avg Daily Profit (%) | 0.16 | 0.1555 | 0.0045 | -0.0124 | 0.082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204178 | -87713 | -298654 | -665931 | -312483 | -897002 |
Profit Factor | 1.2365 | 1.5929 | 1.011 | 0.993 | 1.3445 | 0.8073 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Losing Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Profitability (%) | 50 | 51.8182 | 48.1818 | 50 | 51.8182 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.2365 | 1.4811 | 1.0873 | 0.993 | 1.2501 | 0.8683 |
Largest Winning Trade | 47378 | 47378 | 42548 | 171447 | 119459 | 171447 |
Largest Losing Trade | -60040 | -32005 | -60040 | -323981 | -115225 | -323981 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3367 | 1681 | 1686 | 3367 | 1681 | 1686 |
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 | 302555 | 337172 | -561664 | -579348 | -82919 | -581468 |
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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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