Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431094.5703 | 350928.5987 | 80165.9716 | -72092.0042 | 70885.4298 | -142977.434 |
Total P&L (%) | 431.0946 | 350.9286 | 80.166 | -72.092 | 70.8854 | -142.9774 |
Avg Daily Profit (%) | 0.2928 | 0.2383 | 0.0544 | -0.0866 | 0.0364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192394 | -127382 | -125365 | -221781 | -170664 | -209703 |
Profit Factor | 1.2715 | 1.4322 | 1.1033 | 0.9499 | 1.1046 | 0.8122 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 201 | 94 | 107 | 201 | 94 | 107 |
Losing Trades | 245 | 129 | 116 | 245 | 129 | 116 |
Profitability (%) | 45.0673 | 42.1525 | 47.9821 | 45.0673 | 42.1525 | 47.9821 |
Ratio Avg Win / Avg Loss | 1.5498 | 1.9654 | 1.1961 | 1.1578 | 1.5159 | 0.8805 |
Largest Winning Trade | 291465 | 291465 | 41290 | 150073 | 150073 | 39912 |
Largest Losing Trade | -91975 | -36877 | -91975 | -185389 | -70400 | -185389 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 17532 | 9428 | 8104 | 17532 | 9428 | 8104 |
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 | 354506 | 270401 | -227271 | -578698 | -251100 | -580951 |
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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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