Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400054.0682 | 299537.7052 | 100516.363 | 447081.7177 | 564140.0011 | -117058.2834 |
Total P&L (%) | 400.0541 | 299.5377 | 100.5164 | 447.0817 | 564.14 | -117.0583 |
Avg Daily Profit (%) | 0.3841 | 0.2876 | 0.0965 | 0.1633 | 0.1819 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115763 | -72051 | -99174 | -851201 | -557814 | -527813 |
Profit Factor | 1.4052 | 1.6746 | 1.185 | 1.1126 | 1.3124 | 0.9459 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 148 | 72 | 76 | 148 | 72 | 76 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 52.8571 | 51.4286 | 54.2857 | 52.8571 | 51.4286 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2533 | 1.5816 | 0.9979 | 0.9923 | 1.2394 | 0.7966 |
Largest Winning Trade | 79205 | 79205 | 29843 | 436757 | 436757 | 145307 |
Largest Losing Trade | -55558 | -27564 | -55558 | -239524 | -239524 | -189023 |
Avg Bars in Trades | 87 | 74 | 99 | 87 | 74 | 99 |
Avg Bars in Winners | 87 | 70 | 102 | 87 | 70 | 102 |
Avg Bars in Losers | 86 | 79 | 94 | 86 | 79 | 94 |
Bars Traded | 24363 | 10479 | 13884 | 24363 | 10479 | 13884 |
Profit Streak | 0 | 0 | 76.3521 | 0 | 0 | 76.3521 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423207 | 415572 | -80995 | -89178 | 289604 | -578937 |
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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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