Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426627.9125 | 163712.4978 | 262915.4146 | 676829.7012 | 210235.3033 | 466594.3979 |
Total P&L (%) | 426.6279 | 163.7125 | 262.9154 | 676.8297 | 210.2353 | 466.5944 |
Avg Daily Profit (%) | 0.2876 | 0.1104 | 0.1772 | 0.1383 | 0.0764 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116346 | -120359 | -42678 | -499134 | -480576 | -206146 |
Profit Factor | 1.3596 | 1.2121 | 1.6342 | 1.1992 | 1.0968 | 1.3811 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 185 | 74 | 111 | 185 | 74 | 111 |
Losing Trades | 175 | 106 | 69 | 175 | 106 | 69 |
Profitability (%) | 51.3889 | 41.1111 | 61.6667 | 51.3889 | 41.1111 | 61.6667 |
Ratio Avg Win / Avg Loss | 1.2861 | 1.7362 | 1.0158 | 1.1344 | 1.571 | 0.8585 |
Largest Winning Trade | 85450 | 85450 | 44954 | 274496 | 274496 | 105255 |
Largest Losing Trade | -25502 | -24596 | -25502 | -126461 | -123750 | -126461 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 12 | 20 | 6 | 12 | 20 | 6 |
Avg Bars in Losers | 12 | 16 | 6 | 12 | 16 | 6 |
Bars Traded | 4418 | 3301 | 1117 | 4418 | 3301 | 1117 |
Profit Streak | 0 | 0 | 13.3844 | 0 | 0 | 13.3844 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401678 | -47783 | 438866 | -7019 | -206769 | -35114 |
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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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