Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479537.2104 | 269056.8424 | 210480.368 | 1424139.8919 | 1523419.1769 | -99279.285 |
Total P&L (%) | 479.5372 | 269.0568 | 210.4804 | 1424.1399 | 1523.4192 | -99.2793 |
Avg Daily Profit (%) | 0.3537 | 0.1985 | 0.1553 | 0.2011 | 0.2058 | -0.3632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102386 | -71009 | -61337 | -2574810 | -1738027 | -1388952 |
Profit Factor | 1.5396 | 1.6235 | 1.4603 | 1.1153 | 1.2531 | 0.9843 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Profitability (%) | 45.4545 | 44.697 | 46.2121 | 45.4545 | 44.697 | 46.2121 |
Ratio Avg Win / Avg Loss | 1.8475 | 2.0087 | 1.6997 | 1.3384 | 1.5505 | 1.1457 |
Largest Winning Trade | 66879 | 66879 | 45287 | 849152 | 849152 | 528495 |
Largest Losing Trade | -38346 | -38346 | -30631 | -864521 | -703405 | -864521 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 4059 | 2142 | 1917 | 4059 | 2142 | 1917 |
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 | 413464 | 312950 | 288507 | -85714 | 252260 | -580510 |
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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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