Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493606.8713 | 466110.8762 | 27495.9951 | -24916.3715 | 324203.9461 | -349120.3176 |
Total P&L (%) | 493.6069 | 466.1109 | 27.496 | -24.9164 | 324.2039 | -349.1203 |
Avg Daily Profit (%) | 0.2272 | 0.2146 | 0.0127 | -0.0132 | 0.0665 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201997 | -116864 | -131947 | -848451 | -432173 | -436610 |
Profit Factor | 1.4551 | 1.9538 | 1.0461 | 0.992 | 1.2499 | 0.8063 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 51.5267 | 48.855 | 54.1985 | 51.5267 | 48.855 | 54.1985 |
Ratio Avg Win / Avg Loss | 1.3689 | 2.0454 | 0.8841 | 0.9332 | 1.3084 | 0.6814 |
Largest Winning Trade | 368919 | 368919 | 62029 | 536793 | 536793 | 191073 |
Largest Losing Trade | -55779 | -36180 | -55779 | -319355 | -212479 | -319355 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 8450 | 3753 | 4697 | 8450 | 3753 | 4697 |
Profit Streak | 0 | 0 | 33.7818 | 0 | 0 | 33.7818 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376349 | 398964 | -348912 | -579209 | -104687 | -578993 |
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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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