Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404887.4426 | 499496.4043 | -94608.9617 | -85645.5383 | 79931.5226 | -165577.0609 |
Total P&L (%) | 404.8874 | 499.4964 | -94.609 | -85.6455 | 79.9315 | -165.5771 |
Avg Daily Profit (%) | 0.2154 | 0.2658 | -0.0503 | -0.1032 | 0.0313 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203219 | -163131 | -117888 | -365054 | -227121 | -169106 |
Profit Factor | 1.3686 | 1.7236 | 0.7682 | 0.9142 | 1.124 | 0.5319 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 45.4902 | 41.7323 | 49.2188 | 45.4902 | 41.7323 | 49.2188 |
Ratio Avg Win / Avg Loss | 1.64 | 2.4066 | 0.7926 | 1.0955 | 1.5693 | 0.5488 |
Largest Winning Trade | 572977 | 572977 | 25391 | 319730 | 319730 | 22510 |
Largest Losing Trade | -50081 | -50081 | -22356 | -92324 | -92324 | -59460 |
Avg Bars in Trades | 21 | 31 | 11 | 21 | 31 | 11 |
Avg Bars in Winners | 23 | 38 | 10 | 23 | 38 | 10 |
Avg Bars in Losers | 20 | 26 | 12 | 20 | 26 | 12 |
Bars Traded | 5503 | 4047 | 1456 | 5503 | 4047 | 1456 |
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 | 332117 | 288642 | -581018 | -579253 | -237600 | -581018 |
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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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