Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364955.7382 | 341603.7071 | 23352.0311 | -15385.5418 | 80085.9105 | -95471.4523 |
Total P&L (%) | 364.9557 | 341.6037 | 23.352 | -15.3855 | 80.0859 | -95.4715 |
Avg Daily Profit (%) | 0.2045 | 0.1914 | 0.0131 | -0.0094 | 0.033 | -0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128445 | -121631 | -137618 | -262790 | -225036 | -224447 |
Profit Factor | 1.2778 | 1.5375 | 1.0344 | 0.9908 | 1.0952 | 0.8848 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 48.4127 | 46.0317 | 50.7937 | 48.4127 | 46.0317 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.3616 | 1.8026 | 1.0021 | 1.0558 | 1.284 | 0.8571 |
Largest Winning Trade | 167601 | 167601 | 38930 | 166346 | 166346 | 59842 |
Largest Losing Trade | -51803 | -51803 | -50119 | -104827 | -99911 | -104827 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 3462 | 1459 | 2003 | 3462 | 1459 | 2003 |
Profit Streak | 0 | 0 | 47.5409 | 0 | 0 | 47.5409 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309118 | 313515 | -361509 | -578132 | -266158 | -579628 |
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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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