Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379530.5082 | 336119.0203 | 43411.4878 | -11252.5662 | -7898.7539 | -3353.8123 |
Total P&L (%) | 379.5305 | 336.119 | 43.4115 | -11.2526 | -7.8988 | -3.3538 |
Avg Daily Profit (%) | 0.1595 | 0.1412 | 0.0182 | -0.005 | -0.0035 | -0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207633 | -92034 | -173141 | -383024 | -225935 | -213045 |
Profit Factor | 1.2053 | 1.3999 | 1.0431 | 0.9934 | 0.991 | 0.9959 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 250 | 126 | 124 | 250 | 126 | 124 |
Losing Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Profitability (%) | 53.6481 | 54.0773 | 53.2189 | 53.6481 | 54.0773 | 53.2189 |
Ratio Avg Win / Avg Loss | 1.0414 | 1.1888 | 0.9169 | 0.8583 | 0.8416 | 0.8755 |
Largest Winning Trade | 54939 | 43482 | 54939 | 41796 | 41607 | 41796 |
Largest Losing Trade | -79918 | -26681 | -79918 | -57129 | -57129 | -48662 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4614 | 2307 | 2307 | 4614 | 2307 | 2307 |
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 | 358779 | -2340 | -343856 | -577591 | -579307 | -579419 |
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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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