Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388380.0164 | 459071.0731 | -70691.0567 | -66594.6446 | 83060.1975 | -149654.842 |
Total P&L (%) | 388.38 | 459.0711 | -70.6911 | -66.5946 | 83.0602 | -149.6548 |
Avg Daily Profit (%) | 0.2081 | 0.246 | -0.0379 | -0.0587 | 0.0324 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192488 | -106604 | -190332 | -162587 | -76974 | -150379 |
Profit Factor | 1.22 | 1.5285 | 0.9212 | 0.9146 | 1.2223 | 0.6316 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 239 | 115 | 124 | 239 | 115 | 124 |
Losing Trades | 280 | 145 | 135 | 280 | 145 | 135 |
Profitability (%) | 46.0501 | 44.2308 | 47.8764 | 46.0501 | 44.2308 | 47.8764 |
Ratio Avg Win / Avg Loss | 1.4292 | 1.9273 | 1.0029 | 1.0715 | 1.5412 | 0.6876 |
Largest Winning Trade | 308621 | 308621 | 41025 | 130416 | 130416 | 20143 |
Largest Losing Trade | -40095 | -40095 | -30533 | -31634 | -31634 | -27896 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 56 | 45 | 67 | 56 | 45 | 67 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 21476 | 9394 | 12082 | 21476 | 9394 | 12082 |
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 | 304602 | 330009 | -579137 | -577935 | -150312 | -580804 |
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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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