Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465986.4453 | 336874.2769 | 129112.1684 | 407459.6593 | 487467.7368 | -80008.0775 |
Total P&L (%) | 465.9864 | 336.8743 | 129.1122 | 407.4597 | 487.4677 | -80.0081 |
Avg Daily Profit (%) | 0.2517 | 0.182 | 0.0698 | 0.0878 | 0.0957 | -0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124587 | -129925 | -131031 | -472109 | -283394 | -518660 |
Profit Factor | 1.5638 | 1.6892 | 1.3822 | 1.2085 | 1.4761 | 0.914 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 50 | 45 | 55 | 50 | 45 | 55 |
Ratio Avg Win / Avg Loss | 1.5638 | 2.0646 | 1.1309 | 1.2085 | 1.8041 | 0.7478 |
Largest Winning Trade | 102109 | 102109 | 36919 | 220359 | 220359 | 69874 |
Largest Losing Trade | -47607 | -42324 | -47607 | -250789 | -99024 | -250789 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 27 | 34 | 22 | 27 | 34 | 22 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3639 | 2100 | 1539 | 3639 | 2100 | 1539 |
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 | 431510 | -10457 | -117748 | -75114 | -84053 | -599310 |
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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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