Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369272.2526 | 368919.2376 | 353.015 | 9229.9746 | 269032.2011 | -259802.2265 |
Total P&L (%) | 369.2723 | 368.9192 | 0.353 | 9.23 | 269.0322 | -259.8022 |
Avg Daily Profit (%) | 0.2086 | 0.2084 | 0.0002 | 0.005 | 0.0738 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172453 | -127224 | -100279 | -1062585 | -680287 | -613941 |
Profit Factor | 1.3467 | 1.6977 | 1.0007 | 1.0018 | 1.1026 | 0.8981 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 47.5 | 45 | 50 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 1.4884 | 2.0749 | 1.0007 | 1.1072 | 1.3476 | 0.8981 |
Largest Winning Trade | 165255 | 165255 | 78710 | 655692 | 655692 | 415346 |
Largest Losing Trade | -45685 | -37811 | -45685 | -443077 | -443077 | -313359 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 6936 | 3107 | 3829 | 6936 | 3107 | 3829 |
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 | 310491 | 324263 | -578357 | -569938 | -204053 | -581013 |
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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) |
---|