Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351211.2091 | 305656.5815 | 45554.6277 | 210586.3655 | 654935.7519 | -444349.3864 |
Total P&L (%) | 351.2112 | 305.6566 | 45.5546 | 210.5864 | 654.9358 | -444.3494 |
Avg Daily Profit (%) | 0.2884 | 0.251 | 0.0374 | 0.0931 | 0.1661 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146290 | -132385 | -92123 | -2263790 | -1661133 | -1250602 |
Profit Factor | 1.2294 | 1.4018 | 1.0591 | 1.0145 | 1.0901 | 0.939 |
Total Trades | 507 | 254 | 253 | 507 | 254 | 253 |
Winning Trades | 258 | 123 | 135 | 258 | 123 | 135 |
Losing Trades | 249 | 131 | 118 | 249 | 131 | 118 |
Profitability (%) | 50.8876 | 48.4252 | 53.3597 | 50.8876 | 48.4252 | 53.3597 |
Ratio Avg Win / Avg Loss | 1.1865 | 1.4929 | 0.9258 | 0.9791 | 1.161 | 0.8208 |
Largest Winning Trade | 109786 | 109786 | 26444 | 410987 | 410987 | 293271 |
Largest Losing Trade | -30424 | -21451 | -30424 | -371837 | -270927 | -371837 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 14449 | 7352 | 7097 | 14449 | 7352 | 7097 |
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 | 398567 | 331255 | -300324 | -271891 | -113192 | -579296 |
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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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