Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498709.2424 | 523030.904 | -24321.6616 | -74902.9767 | 14131.3436 | -89034.3203 |
Total P&L (%) | 498.7092 | 523.0309 | -24.3217 | -74.903 | 14.1313 | -89.0343 |
Avg Daily Profit (%) | 0.2673 | 0.2803 | -0.013 | -0.0741 | 0.0071 | -0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148530 | -105380 | -194962 | -117459 | -70729 | -139157 |
Profit Factor | 1.2606 | 1.5344 | 0.974 | 0.9129 | 1.0331 | 0.7948 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 265 | 130 | 135 | 265 | 130 | 135 |
Losing Trades | 333 | 169 | 164 | 333 | 169 | 164 |
Profitability (%) | 44.3144 | 43.4783 | 45.1505 | 44.3144 | 43.4783 | 45.1505 |
Ratio Avg Win / Avg Loss | 1.5841 | 1.9948 | 1.1832 | 1.1472 | 1.3431 | 0.9655 |
Largest Winning Trade | 329634 | 329634 | 86415 | 92937 | 92937 | 55286 |
Largest Losing Trade | -52688 | -34985 | -52688 | -67741 | -30860 | -67741 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 49 | 41 | 56 | 49 | 41 | 56 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 22163 | 10377 | 11786 | 22163 | 10377 | 11786 |
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 | 362280 | 353650 | -579989 | -578198 | -406202 | -581655 |
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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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