Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480001.0019 | 548355.025 | -68354.0231 | -31063.0281 | 45745.7981 | -76808.8262 |
Total P&L (%) | 480.001 | 548.355 | -68.354 | -31.063 | 45.7458 | -76.8088 |
Avg Daily Profit (%) | 0.2541 | 0.2902 | -0.0362 | -0.0197 | 0.0199 | -0.0773 |
Buy And Hold Return (%) | 212.014 | 212.014 | 212.014 | 212.014 | 212.014 | 212.014 |
Max Trade Drawdown | -157531 | -114007 | -257687 | -106649 | -30830 | -123675 |
Profit Factor | 1.3763 | 1.9902 | 0.9053 | 0.9199 | 1.3052 | 0.6769 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 51.711 | 49.6183 | 53.7879 | 51.711 | 49.6183 | 53.7879 |
Ratio Avg Win / Avg Loss | 1.2852 | 2.0208 | 0.7778 | 0.859 | 1.3253 | 0.5815 |
Largest Winning Trade | 307477 | 307477 | 31814 | 23483 | 23483 | 12015 |
Largest Losing Trade | -63098 | -32972 | -63098 | -57381 | -8913 | -57381 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 11106 | 5724 | 5382 | 11106 | 5724 | 5382 |
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 | 183665 | 315233 | -580491 | -579180 | -332236 | -580491 |
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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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