Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403085.6458 | 325837.6493 | 77247.9965 | 143387.794 | 323145.0322 | -179757.2382 |
Total P&L (%) | 403.0856 | 325.8376 | 77.248 | 143.3878 | 323.145 | -179.7572 |
Avg Daily Profit (%) | 0.2184 | 0.1765 | 0.0419 | 0.0482 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191133 | -189853 | -107331 | -769960 | -412850 | -478005 |
Profit Factor | 1.369 | 1.5363 | 1.1593 | 1.0519 | 1.2094 | 0.8529 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 47.6 | 44 | 51.2 | 47.6 | 44 | 51.2 |
Ratio Avg Win / Avg Loss | 1.507 | 1.9554 | 1.105 | 1.1579 | 1.5392 | 0.8129 |
Largest Winning Trade | 159181 | 159181 | 44085 | 310570 | 310570 | 109515 |
Largest Losing Trade | -39966 | -22641 | -39966 | -329675 | -137250 | -329675 |
Avg Bars in Trades | 87 | 84 | 90 | 87 | 84 | 90 |
Avg Bars in Winners | 119 | 118 | 120 | 119 | 118 | 120 |
Avg Bars in Losers | 58 | 57 | 58 | 58 | 57 | 58 |
Bars Traded | 21843 | 10536 | 11307 | 21843 | 10536 | 11307 |
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 | 351701 | 270149 | -182354 | -291647 | -90474 | -580844 |
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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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