Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248673.9071 | 312310.2155 | -63636.3083 | -70255.2334 | 3131.5139 | -73386.7473 |
Total P&L (%) | 248.6739 | 312.3102 | -63.6363 | -70.2552 | 3.1315 | -73.3867 |
Avg Daily Profit (%) | 0.2309 | 0.29 | -0.0591 | -0.1125 | 0.0029 | -0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206905 | -114347 | -121068 | -568194 | -363394 | -298293 |
Profit Factor | 1.2591 | 1.6061 | 0.8568 | 0.9529 | 1.0038 | 0.8903 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Losing Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Profitability (%) | 48.5816 | 46.8085 | 50.3546 | 48.5816 | 46.8085 | 50.3546 |
Ratio Avg Win / Avg Loss | 1.3326 | 1.8251 | 0.8448 | 1.0086 | 1.1407 | 0.8778 |
Largest Winning Trade | 442071 | 442071 | 30717 | 382310 | 382310 | 59086 |
Largest Losing Trade | -25114 | -25114 | -22513 | -126000 | -74735 | -126000 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 6060 | 3333 | 2727 | 6060 | 3333 | 2727 |
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 | 321142 | 370320 | -580634 | -577910 | -572256 | -580634 |
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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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