Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463766.7622 | 264331.5171 | 199435.2451 | 303846.5616 | -87470.6337 | 391317.1953 |
Total P&L (%) | 463.7668 | 264.3315 | 199.4352 | 303.8466 | -87.4706 | 391.3172 |
Avg Daily Profit (%) | 0.2553 | 0.1455 | 0.1098 | 0.0769 | -0.1143 | 0.0877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131204 | -149915 | -79659 | -484603 | -502982 | -369980 |
Profit Factor | 1.4422 | 1.5007 | 1.3829 | 1.0848 | 0.9518 | 1.2213 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 137 | 65 | 72 | 137 | 65 | 72 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 52.6923 | 50 | 55.3846 | 52.6923 | 50 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.2949 | 1.5007 | 1.114 | 0.9739 | 0.9518 | 0.9838 |
Largest Winning Trade | 197537 | 197537 | 47801 | 226103 | 226103 | 170287 |
Largest Losing Trade | -52757 | -24470 | -52757 | -173456 | -93429 | -173456 |
Avg Bars in Trades | 82 | 62 | 103 | 82 | 62 | 103 |
Avg Bars in Winners | 100 | 63 | 133 | 100 | 63 | 133 |
Avg Bars in Losers | 63 | 61 | 66 | 63 | 61 | 66 |
Bars Traded | 21563 | 8120 | 13443 | 21563 | 8120 | 13443 |
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 | 387228 | 124393 | -45318 | -217541 | -580987 | -77465 |
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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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