Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380146.0256 | 390178.6964 | -10032.6708 | -1909.7306 | 54913.2305 | -56822.9612 |
Total P&L (%) | 380.146 | 390.1787 | -10.0327 | -1.9097 | 54.9132 | -56.823 |
Avg Daily Profit (%) | 0.1825 | 0.1874 | -0.0048 | -0.0009 | 0.021 | -0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126649 | -159399 | -134204 | -175844 | -156859 | -120668 |
Profit Factor | 1.2071 | 1.4323 | 0.9892 | 0.9987 | 1.0736 | 0.9256 |
Total Trades | 746 | 373 | 373 | 746 | 373 | 373 |
Winning Trades | 350 | 171 | 179 | 350 | 171 | 179 |
Losing Trades | 396 | 202 | 194 | 396 | 202 | 194 |
Profitability (%) | 46.9169 | 45.8445 | 47.9893 | 46.9169 | 45.8445 | 47.9893 |
Ratio Avg Win / Avg Loss | 1.3657 | 1.6919 | 1.0721 | 1.13 | 1.2682 | 1.0032 |
Largest Winning Trade | 244741 | 244741 | 50508 | 95733 | 95733 | 42340 |
Largest Losing Trade | -26277 | -20621 | -26277 | -29161 | -29161 | -25081 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 24933 | 11973 | 12960 | 24933 | 11973 | 12960 |
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 | 348684 | 334609 | -578498 | -576413 | -305617 | -578498 |
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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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