Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172793.4294 | 192030.8138 | -19237.3843 | -36789.2717 | -19832.8847 | -16956.387 |
Total P&L (%) | 172.7934 | 192.0308 | -19.2374 | -36.7893 | -19.8329 | -16.9564 |
Avg Daily Profit (%) | 0.1659 | 0.1843 | -0.0185 | -0.044 | -0.0212 | -0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121211 | -94918 | -61160 | -135647 | -100146 | -50506 |
Profit Factor | 1.2205 | 1.3748 | 0.9291 | 0.9457 | 0.9547 | 0.9293 |
Total Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Winning Trades | 202 | 91 | 111 | 202 | 91 | 111 |
Losing Trades | 249 | 134 | 115 | 249 | 134 | 115 |
Profitability (%) | 44.7894 | 40.4444 | 49.115 | 44.7894 | 40.4444 | 49.115 |
Ratio Avg Win / Avg Loss | 1.5044 | 2.0244 | 0.9626 | 1.1657 | 1.4058 | 0.9628 |
Largest Winning Trade | 265167 | 265167 | 23547 | 94516 | 94516 | 19146 |
Largest Losing Trade | -16883 | -16883 | -13827 | -25785 | -17685 | -25785 |
Avg Bars in Trades | 54 | 97 | 11 | 54 | 97 | 11 |
Avg Bars in Winners | 66 | 130 | 12 | 66 | 130 | 12 |
Avg Bars in Losers | 45 | 74 | 10 | 45 | 74 | 10 |
Bars Traded | 24626 | 21944 | 2682 | 24626 | 21944 | 2682 |
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 | 301287 | 217628 | -580217 | -578780 | -582205 | -580217 |
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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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