Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282454.2271 | 255822.3886 | 26631.8385 | -12331.4449 | 64802.385 | -77133.8299 |
Total P&L (%) | 282.4542 | 255.8224 | 26.6318 | -12.3314 | 64.8024 | -77.1338 |
Avg Daily Profit (%) | 0.1503 | 0.1361 | 0.0142 | -0.007 | 0.0266 | -0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231335 | -125149 | -147407 | -308360 | -225417 | -195531 |
Profit Factor | 1.2425 | 1.4089 | 1.0494 | 0.9922 | 1.077 | 0.8968 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Profitability (%) | 52.1583 | 51.7986 | 52.518 | 52.1583 | 51.7986 | 52.518 |
Ratio Avg Win / Avg Loss | 1.1397 | 1.3111 | 0.9488 | 0.9101 | 1.0022 | 0.8108 |
Largest Winning Trade | 83017 | 83017 | 37908 | 79931 | 79931 | 36666 |
Largest Losing Trade | -62188 | -32711 | -62188 | -92122 | -50295 | -92122 |
Avg Bars in Trades | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 11126 | 5705 | 5421 | 11126 | 5705 | 5421 |
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 | 311863 | -10510 | -345018 | -579044 | -293486 | -580637 |
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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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