Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388657.0338 | 274348.5764 | 114308.4574 | 8875.4286 | 292562.5227 | -283687.0941 |
Total P&L (%) | 388.657 | 274.3486 | 114.3085 | 8.8754 | 292.5625 | -283.6871 |
Avg Daily Profit (%) | 0.2039 | 0.1439 | 0.06 | 0.0045 | 0.0718 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239269 | -128545 | -125484 | -1919974 | -1026445 | -1244749 |
Profit Factor | 1.2097 | 1.2857 | 1.128 | 1.0009 | 1.0574 | 0.9445 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Losing Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Profitability (%) | 48.1153 | 48 | 48.2301 | 48.1153 | 48 | 48.2301 |
Ratio Avg Win / Avg Loss | 1.3045 | 1.3929 | 1.2107 | 1.0793 | 1.1455 | 1.0139 |
Largest Winning Trade | 151761 | 151761 | 44521 | 1028441 | 1028441 | 295646 |
Largest Losing Trade | -34809 | -34809 | -31152 | -422483 | -303195 | -422483 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5706 | 2851 | 2855 | 5706 | 2851 | 2855 |
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 | 327171 | -800 | -192416 | -570305 | -254397 | -578894 |
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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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