Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289582.1718 | 302227.9162 | -12645.7444 | -84874.0263 | -357949.7901 | 273075.7639 |
Total P&L (%) | 289.5822 | 302.2279 | -12.6457 | -84.874 | -357.9498 | 273.0758 |
Avg Daily Profit (%) | 0.1544 | 0.1611 | -0.0067 | -0.1007 | 0 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304975 | -169175 | -209215 | -1805993 | -1552753 | -805714 |
Profit Factor | 1.1039 | 1.2077 | 0.9905 | 0.9908 | 0.9309 | 1.0678 |
Total Trades | 730 | 365 | 365 | 730 | 365 | 365 |
Winning Trades | 374 | 182 | 192 | 374 | 182 | 192 |
Losing Trades | 356 | 183 | 173 | 356 | 183 | 173 |
Profitability (%) | 51.2329 | 49.863 | 52.6027 | 51.2329 | 49.863 | 52.6027 |
Ratio Avg Win / Avg Loss | 1.0508 | 1.2144 | 0.8925 | 0.9431 | 0.936 | 0.9622 |
Largest Winning Trade | 79093 | 79093 | 36879 | 386249 | 296327 | 386249 |
Largest Losing Trade | -46939 | -46939 | -40704 | -360017 | -360017 | -225427 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 11133 | 5562 | 5571 | 11133 | 5562 | 5571 |
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 | -94777 | 301899 | -578810 | -576527 | -579200 | -244787 |
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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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