Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311700.3949 | 386989.882 | -75289.4871 | -74361.5863 | 44246.1049 | -118607.6912 |
Total P&L (%) | 311.7004 | 386.9899 | -75.2895 | -74.3616 | 44.2461 | -118.6077 |
Avg Daily Profit (%) | 0.1247 | 0.1548 | -0.0301 | -0.0544 | 0.0147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164425 | -117421 | -205825 | -242230 | -138853 | -165780 |
Profit Factor | 1.1761 | 1.4273 | 0.9129 | 0.9203 | 1.1002 | 0.7588 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 222 | 109 | 113 | 222 | 109 | 113 |
Losing Trades | 224 | 114 | 110 | 224 | 114 | 110 |
Profitability (%) | 49.7758 | 48.8789 | 50.6726 | 49.7758 | 48.8789 | 50.6726 |
Ratio Avg Win / Avg Loss | 1.1867 | 1.4928 | 0.8887 | 0.9286 | 1.1507 | 0.7387 |
Largest Winning Trade | 151225 | 151225 | 46305 | 75264 | 47273 | 75264 |
Largest Losing Trade | -55046 | -30104 | -55046 | -53343 | -31355 | -53343 |
Avg Bars in Trades | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 9878 | 5273 | 4605 | 9878 | 5273 | 4605 |
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 | -50862 | 307796 | -579801 | -578256 | -284973 | -579801 |
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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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