Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184020.7987 | 198184.7443 | -14163.9457 | -46833.5721 | 42730.789 | -89564.361 |
Total P&L (%) | 184.0208 | 198.1847 | -14.1639 | -46.8336 | 42.7308 | -89.5644 |
Avg Daily Profit (%) | 0.1767 | 0.1903 | -0.0136 | -0.0606 | 0.0342 | -0.2167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115076 | -98240 | -117828 | -209330 | -146818 | -170549 |
Profit Factor | 1.1481 | 1.3192 | 0.9772 | 0.9697 | 1.0564 | 0.8864 |
Total Trades | 619 | 310 | 309 | 619 | 310 | 309 |
Winning Trades | 282 | 145 | 137 | 282 | 145 | 137 |
Losing Trades | 337 | 165 | 172 | 337 | 165 | 172 |
Profitability (%) | 45.5574 | 46.7742 | 44.3366 | 45.5574 | 46.7742 | 44.3366 |
Ratio Avg Win / Avg Loss | 1.372 | 1.5012 | 1.2269 | 1.1588 | 1.2021 | 1.1128 |
Largest Winning Trade | 235541 | 235541 | 33959 | 124486 | 124486 | 37619 |
Largest Losing Trade | -22110 | -17154 | -22110 | -55628 | -35024 | -55628 |
Avg Bars in Trades | 39 | 35 | 44 | 39 | 35 | 44 |
Avg Bars in Winners | 58 | 46 | 70 | 58 | 46 | 70 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 24714 | 10862 | 13852 | 24714 | 10862 | 13852 |
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 | -48712 | 311809 | -580253 | -577605 | -307929 | -580253 |
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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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