Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427482.8836 | 481090.599 | -53607.7154 | -87228.0217 | -35992.1723 | -51235.8493 |
Total P&L (%) | 427.4829 | 481.0906 | -53.6077 | -87.228 | -35.9922 | -51.2358 |
Avg Daily Profit (%) | 0.18 | 0.2026 | -0.0226 | -0.0866 | -0.0188 | -0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210158 | -151507 | -219983 | -237488 | -171005 | -176596 |
Profit Factor | 1.2986 | 1.7259 | 0.9303 | 0.8983 | 0.9155 | 0.8814 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 45.9259 | 45.1852 | 46.6667 | 45.9259 | 45.1852 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.529 | 2.0937 | 1.0632 | 1.0577 | 1.1106 | 1.0073 |
Largest Winning Trade | 188221 | 188221 | 64190 | 80224 | 80224 | 67568 |
Largest Losing Trade | -77658 | -41183 | -77658 | -63065 | -59329 | -63065 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 76 | 71 | 80 | 76 | 71 | 80 |
Avg Bars in Losers | 32 | 29 | 34 | 32 | 29 | 34 |
Bars Traded | 14127 | 6591 | 7536 | 14127 | 6591 | 7536 |
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 | 304728 | 318443 | -580603 | -579283 | -581180 | -580603 |
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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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