Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133141.6717 | 219377.8213 | -86236.1496 | -74425.6013 | 30117.1956 | -104542.7969 |
Total P&L (%) | 133.1417 | 219.3778 | -86.2362 | -74.4256 | 30.1172 | -104.5428 |
Avg Daily Profit (%) | 0.0943 | 0.1554 | -0.0611 | -0.0966 | 0.0187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145723 | -138482 | -148547 | -128187 | -83067 | -134867 |
Profit Factor | 1.0645 | 1.2277 | 0.9218 | 0.9327 | 1.058 | 0.8218 |
Total Trades | 740 | 370 | 370 | 740 | 370 | 370 |
Winning Trades | 368 | 192 | 176 | 368 | 192 | 176 |
Losing Trades | 372 | 178 | 194 | 372 | 178 | 194 |
Profitability (%) | 49.7297 | 51.8919 | 47.5676 | 49.7297 | 51.8919 | 47.5676 |
Ratio Avg Win / Avg Loss | 1.076 | 1.1382 | 1.016 | 0.9428 | 0.9809 | 0.9059 |
Largest Winning Trade | 78952 | 78952 | 58068 | 25103 | 21466 | 25103 |
Largest Losing Trade | -27118 | -27118 | -26910 | -31526 | -23220 | -31526 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
Bars Traded | 16851 | 8562 | 8289 | 16851 | 8562 | 8289 |
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 | -212604 | 316231 | -578400 | -576739 | -327521 | -580067 |
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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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