Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208264.0027 | 242092.8261 | -33828.8234 | -42158.4745 | 27686.9092 | -69845.3837 |
Total P&L (%) | 208.264 | 242.0928 | -33.8288 | -42.1585 | 27.6869 | -69.8454 |
Avg Daily Profit (%) | 0.1999 | 0.2324 | -0.0325 | -0.0525 | 0.0235 | -0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124124 | -89979 | -86874 | -173225 | -127183 | -92383 |
Profit Factor | 1.2048 | 1.4524 | 0.9298 | 0.9644 | 1.0444 | 0.8751 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 228 | 109 | 119 | 228 | 109 | 119 |
Losing Trades | 296 | 153 | 143 | 296 | 153 | 143 |
Profitability (%) | 43.5115 | 41.6031 | 45.4198 | 43.5115 | 41.6031 | 45.4198 |
Ratio Avg Win / Avg Loss | 1.5642 | 2.0387 | 1.1173 | 1.252 | 1.466 | 1.0515 |
Largest Winning Trade | 283345 | 283345 | 24924 | 165238 | 165238 | 36726 |
Largest Losing Trade | -17826 | -17826 | -15634 | -28374 | -28374 | -27881 |
Avg Bars in Trades | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Winners | 66 | 64 | 68 | 66 | 64 | 68 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 24707 | 12164 | 12543 | 24707 | 12164 | 12543 |
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 | 304149 | 272666 | -580077 | -578896 | -339001 | -580077 |
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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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