Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230322.5698 | 258816.9694 | -28494.3996 | -43121.6444 | 43125.754 | -86247.3985 |
Total P&L (%) | 230.3226 | 258.817 | -28.4944 | -43.1216 | 43.1258 | -86.2474 |
Avg Daily Profit (%) | 0.2211 | 0.2485 | -0.0274 | -0.0542 | 0.0344 | -0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170479 | -127266 | -50903 | -304291 | -226536 | -107925 |
Profit Factor | 1.2599 | 1.4515 | 0.9089 | 0.972 | 1.0428 | 0.8382 |
Total Trades | 481 | 240 | 241 | 481 | 240 | 241 |
Winning Trades | 215 | 99 | 116 | 215 | 99 | 116 |
Losing Trades | 266 | 141 | 125 | 266 | 141 | 125 |
Profitability (%) | 44.6985 | 41.25 | 48.1328 | 44.6985 | 41.25 | 48.1328 |
Ratio Avg Win / Avg Loss | 1.5588 | 2.0673 | 0.9795 | 1.2026 | 1.4852 | 0.9033 |
Largest Winning Trade | 345539 | 345539 | 28796 | 258819 | 258819 | 45372 |
Largest Losing Trade | -17183 | -17183 | -8972 | -52491 | -52491 | -31111 |
Avg Bars in Trades | 50 | 87 | 14 | 50 | 87 | 14 |
Avg Bars in Winners | 63 | 117 | 16 | 63 | 117 | 16 |
Avg Bars in Losers | 40 | 65 | 12 | 40 | 65 | 12 |
Bars Traded | 24406 | 20985 | 3421 | 24406 | 20985 | 3421 |
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 | 331326 | 268330 | -580520 | -578659 | -324974 | -580520 |
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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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