Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373737.1151 | 435255.2259 | -61518.1109 | -91059.7782 | 62092.7307 | -153152.5089 |
Total P&L (%) | 373.7371 | 435.2552 | -61.5181 | -91.0598 | 62.0927 | -153.1525 |
Avg Daily Profit (%) | 0.2335 | 0.272 | -0.0384 | -0.1508 | 0.0302 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220864 | -174736 | -184316 | -464315 | -169210 | -400781 |
Profit Factor | 1.2534 | 1.5814 | 0.9153 | 0.9467 | 1.0849 | 0.8434 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 182 | 82 | 100 | 182 | 82 | 100 |
Losing Trades | 220 | 119 | 101 | 220 | 119 | 101 |
Profitability (%) | 45.2736 | 40.796 | 49.7512 | 45.2736 | 40.796 | 49.7512 |
Ratio Avg Win / Avg Loss | 1.5151 | 2.295 | 0.9245 | 1.1444 | 1.5744 | 0.8518 |
Largest Winning Trade | 308619 | 308619 | 30079 | 138128 | 138128 | 99969 |
Largest Losing Trade | -64606 | -49891 | -64606 | -290991 | -79534 | -290991 |
Avg Bars in Trades | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Winners | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 6233 | 3430 | 2803 | 6233 | 3430 | 2803 |
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 | 336928 | 300472 | -580100 | -578570 | -281918 | -580100 |
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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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