Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343073.4333 | 364174.5391 | -21101.1059 | -26246.0851 | 112023.7023 | -138269.7874 |
Total P&L (%) | 343.0734 | 364.1745 | -21.1011 | -26.2461 | 112.0237 | -138.2698 |
Avg Daily Profit (%) | 0.1857 | 0.1972 | -0.0114 | -0.0165 | 0.0407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143051 | -121492 | -136610 | -726783 | -632941 | -485078 |
Profit Factor | 1.2397 | 1.5284 | 0.9716 | 0.9939 | 1.0553 | 0.9393 |
Total Trades | 783 | 392 | 391 | 783 | 392 | 391 |
Winning Trades | 321 | 159 | 162 | 321 | 159 | 162 |
Losing Trades | 462 | 233 | 229 | 462 | 233 | 229 |
Profitability (%) | 40.9962 | 40.5612 | 41.4322 | 40.9962 | 40.5612 | 41.4322 |
Ratio Avg Win / Avg Loss | 1.7843 | 2.2397 | 1.3734 | 1.4305 | 1.5465 | 1.3278 |
Largest Winning Trade | 210911 | 210911 | 43469 | 236746 | 236746 | 211914 |
Largest Losing Trade | -25479 | -25479 | -21337 | -171653 | -171653 | -103231 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 21989 | 10352 | 11637 | 21989 | 10352 | 11637 |
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 | 330906 | 298379 | -580677 | -578245 | -298986 | -580677 |
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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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