Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309808.6682 | 315407.4939 | -5598.8257 | 7373.3848 | 108648.566 | -101275.1812 |
Total P&L (%) | 309.8087 | 315.4075 | -5.5988 | 7.3734 | 108.6486 | -101.2752 |
Avg Daily Profit (%) | 0.2974 | 0.3028 | -0.0054 | 0.0068 | 0.0706 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140383 | -84451 | -67761 | -276398 | -191417 | -139605 |
Profit Factor | 1.3285 | 1.6315 | 0.9874 | 1.0053 | 1.1494 | 0.8478 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 208 | 103 | 105 | 208 | 103 | 105 |
Losing Trades | 246 | 124 | 122 | 246 | 124 | 122 |
Profitability (%) | 45.815 | 45.3744 | 46.2555 | 45.815 | 45.3744 | 46.2555 |
Ratio Avg Win / Avg Loss | 1.5712 | 1.9642 | 1.1472 | 1.189 | 1.3837 | 0.9851 |
Largest Winning Trade | 330308 | 330308 | 30701 | 211041 | 211041 | 50632 |
Largest Losing Trade | -19664 | -19664 | -18082 | -45299 | -40718 | -45299 |
Avg Bars in Trades | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Winners | 79 | 72 | 86 | 79 | 72 | 86 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 24568 | 11787 | 12781 | 24568 | 11787 | 12781 |
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 | 380454 | 375211 | -579935 | -563436 | -155986 | -581601 |
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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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