Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446396.7103 | 445458.8239 | 937.8864 | -55474.9969 | -97589.6868 | 42114.6899 |
Total P&L (%) | 446.3967 | 445.4588 | 0.9379 | -55.475 | -97.5897 | 42.1147 |
Avg Daily Profit (%) | 0.1929 | 0.1925 | 0.0004 | -0.035 | -0.1608 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170855 | -171456 | -253748 | -169438 | -142813 | -114420 |
Profit Factor | 1.2767 | 1.6162 | 1.0011 | 0.9399 | 0.8081 | 1.1015 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 49.0196 | 48.4375 | 49.6063 | 49.0196 | 48.4375 | 49.6063 |
Ratio Avg Win / Avg Loss | 1.3278 | 1.7205 | 1.0169 | 0.9775 | 0.8603 | 1.119 |
Largest Winning Trade | 147652 | 147652 | 49462 | 42771 | 42771 | 39785 |
Largest Losing Trade | -58448 | -52107 | -58448 | -76557 | -76557 | -48198 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 9142 | 4083 | 5059 | 9142 | 4083 | 5059 |
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 | 304368 | 352594 | -577783 | -579825 | -581600 | -283802 |
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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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