Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305060.9066 | 271937.544 | 33123.3626 | 120906.1911 | 781449.8489 | -660543.6578 |
Total P&L (%) | 305.0609 | 271.9375 | 33.1234 | 120.9062 | 781.4498 | -660.5437 |
Avg Daily Profit (%) | 0.2501 | 0.2229 | 0.0272 | 0.065 | 0.1786 | 0 |
Buy And Hold Return (%) | 60.8009 | 60.8009 | 60.8009 | 60.8009 | 60.8009 | 60.8009 |
Max Trade Drawdown | -133240 | -81521 | -157226 | -1086868 | -301234 | -1170058 |
Profit Factor | 1.3697 | 1.6345 | 1.0835 | 1.0321 | 1.4627 | 0.6824 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 51.2 | 47.2 | 55.2 | 51.2 | 47.2 | 55.2 |
Ratio Avg Win / Avg Loss | 1.3055 | 1.8284 | 0.8794 | 0.9837 | 1.6362 | 0.5538 |
Largest Winning Trade | 80971 | 80971 | 31167 | 307469 | 307469 | 123668 |
Largest Losing Trade | -57834 | -27892 | -57834 | -658251 | -129574 | -658251 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 3515 | 1840 | 1675 | 3515 | 1840 | 1675 |
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 | 323213 | 290735 | -451973 | -298285 | 324357 | -580048 |
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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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