Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583097.5607 | 440498.7074 | 142598.8534 | 411533.6853 | 700305.6582 | -288771.973 |
Total P&L (%) | 583.0976 | 440.4987 | 142.5989 | 411.5337 | 700.3057 | -288.772 |
Avg Daily Profit (%) | 0.3065 | 0.2315 | 0.075 | 0.0858 | 0.1094 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244464 | -215722 | -124863 | -1073744 | -957210 | -933082 |
Profit Factor | 1.4254 | 1.6456 | 1.2071 | 1.072 | 1.245 | 0.899 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 49.6429 | 49.2857 | 50 | 49.6429 | 49.2857 | 50 |
Ratio Avg Win / Avg Loss | 1.4459 | 1.6933 | 1.2071 | 1.0874 | 1.2811 | 0.899 |
Largest Winning Trade | 211072 | 211072 | 52153 | 415559 | 415559 | 225576 |
Largest Losing Trade | -47750 | -33302 | -47750 | -363373 | -204535 | -363373 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3573 | 1786 | 1787 | 3573 | 1786 | 1787 |
Profit Streak | 0 | 0 | 490.4125 | 0 | 0 | 490.4125 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410454 | 389650 | -92673 | -218123 | -46985 | -580099 |
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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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