Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110710.5392 | 77699.4822 | 33011.057 | 144163.6161 | 213927.9438 | -69764.3276 |
Total P&L (%) | 110.7105 | 77.6995 | 33.0111 | 144.1636 | 213.9279 | -69.7643 |
Avg Daily Profit (%) | 0.4251 | 0.2984 | 0.1268 | 0.3434 | 0.4403 | -0.4583 |
Buy And Hold Return (%) | 23.861 | 23.861 | 23.861 | 23.861 | 23.861 | 23.861 |
Max Trade Drawdown | -81429 | -28519 | -69626 | -350022 | -93234 | -275039 |
Profit Factor | 1.2693 | 1.4066 | 1.1501 | 1.1016 | 1.3366 | 0.911 |
Total Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Winning Trades | 250 | 127 | 123 | 250 | 127 | 123 |
Losing Trades | 251 | 123 | 128 | 251 | 123 | 128 |
Profitability (%) | 49.9002 | 50.8 | 49.004 | 49.9002 | 50.8 | 49.004 |
Ratio Avg Win / Avg Loss | 1.2744 | 1.3623 | 1.1968 | 1.106 | 1.2945 | 0.948 |
Largest Winning Trade | 14880 | 14880 | 10839 | 54247 | 54247 | 30052 |
Largest Losing Trade | -14142 | -10636 | -14142 | -65479 | -46065 | -65479 |
Avg Bars in Trades | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 24731 | 12246 | 12485 | 24731 | 12246 | 12485 |
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 | 322983 | 207873 | -126744 | -99406 | 339938 | -581803 |
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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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