Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383131.6377 | 278471.8625 | 104659.7752 | 388995.155 | 406224.8329 | -17229.6779 |
Total P&L (%) | 383.1316 | 278.4719 | 104.6598 | 388.9952 | 406.2248 | -17.2297 |
Avg Daily Profit (%) | 0.2694 | 0.1958 | 0.0736 | 0.1117 | 0.1141 | -0.0133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110354 | -74312 | -67717 | -780925 | -488459 | -422598 |
Profit Factor | 1.4372 | 1.5748 | 1.2671 | 1.0977 | 1.1856 | 0.9904 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 48.1061 | 43.1818 | 53.0303 | 48.1061 | 43.1818 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.5504 | 2.0721 | 1.1223 | 1.1841 | 1.56 | 0.8772 |
Largest Winning Trade | 113591 | 113591 | 48183 | 424448 | 424448 | 287537 |
Largest Losing Trade | -25802 | -22342 | -25802 | -227740 | -227740 | -195791 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4152 | 2219 | 1933 | 4152 | 2219 | 1933 |
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 | 402135 | 283746 | -94323 | -156084 | -58495 | -580311 |
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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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