Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684813.3823 | 495523.7522 | 189289.6301 | 988031.3774 | 486085.3153 | 501946.0621 |
Total P&L (%) | 684.8134 | 495.5238 | 189.2896 | 988.0314 | 486.0853 | 501.9461 |
Avg Daily Profit (%) | 0.3672 | 0.2657 | 0.1015 | 0.1281 | 0.0949 | 0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -361517 | -217406 | -169675 | -1127099 | -734831 | -623865 |
Profit Factor | 1.4683 | 1.7303 | 1.2415 | 1.208 | 1.2262 | 1.193 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 56.1538 | 53.0769 | 59.2308 | 56.1538 | 53.0769 | 59.2308 |
Ratio Avg Win / Avg Loss | 1.1465 | 1.5296 | 0.8545 | 0.9433 | 1.0841 | 0.8212 |
Largest Winning Trade | 103045 | 103045 | 37168 | 300603 | 290149 | 300603 |
Largest Losing Trade | -62176 | -39843 | -62176 | -443418 | -243830 | -443418 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3687 | 1843 | 1844 | 3687 | 1843 | 1844 |
Profit Streak | 0 | 0 | 25.5545 | 0 | 0 | 25.5545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468525 | 429466 | -57611 | -21340 | -66225 | -72072 |
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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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