Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508813.1296 | 432972.8873 | 75840.2423 | -206384.5344 | -79898.406 | -126486.1284 |
Total P&L (%) | 508.8131 | 432.9729 | 75.8402 | -206.3845 | -79.8984 | -126.4861 |
Avg Daily Profit (%) | 0.2715 | 0.231 | 0.0405 | 0 | -0.0856 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155240 | -114515 | -187674 | -707327 | -276980 | -527882 |
Profit Factor | 1.3224 | 1.606 | 1.0878 | 0.9299 | 0.9425 | 0.9186 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 152 | 74 | 78 | 132 | 68 | 64 |
Losing Trades | 128 | 66 | 62 | 148 | 72 | 76 |
Profitability (%) | 54.2857 | 52.8571 | 55.7143 | 47.1429 | 48.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.1136 | 1.4324 | 0.8647 | 1.0426 | 0.9979 | 1.0909 |
Largest Winning Trade | 78057 | 78057 | 48597 | 176164 | 77052 | 176164 |
Largest Losing Trade | -113454 | -53082 | -113454 | -159553 | -86594 | -159553 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3694 | 1845 | 1849 | 3694 | 1845 | 1849 |
Profit Streak | 0 | 0 | 0 | 14.0402 | 20.5402 | 14.0402 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402029 | 370083 | -263630 | -577404 | -580685 | -580087 |
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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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