Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715149.4672 | 537410.4013 | 177739.066 | 262064.0717 | 275106.6655 | -13042.5938 |
Total P&L (%) | 715.1495 | 537.4104 | 177.7391 | 262.0641 | 275.1067 | -13.0426 |
Avg Daily Profit (%) | 0.3818 | 0.2869 | 0.0949 | 0.0687 | 0.0706 | -0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139418 | -119350 | -136066 | -808337 | -573076 | -552851 |
Profit Factor | 1.4843 | 1.8068 | 1.2192 | 1.0749 | 1.159 | 0.9926 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 55.5556 | 51.5873 | 59.5238 | 55.5556 | 51.5873 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.1874 | 1.6956 | 0.8291 | 0.8599 | 1.0877 | 0.675 |
Largest Winning Trade | 124218 | 124218 | 53725 | 435917 | 435917 | 183962 |
Largest Losing Trade | -84957 | -38131 | -84957 | -405442 | -402325 | -405442 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3555 | 1778 | 1777 | 3555 | 1778 | 1777 |
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 | 472250 | 448987 | -67063 | -238713 | -144037 | -579485 |
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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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