Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349547.4105 | 331169.6086 | 18377.8019 | -35176.7308 | 134680.6478 | -169857.3787 |
Total P&L (%) | 349.5474 | 331.1696 | 18.3778 | -35.1767 | 134.6806 | -169.8574 |
Avg Daily Profit (%) | 0.1965 | 0.1862 | 0.0103 | -0.0244 | 0.048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164793 | -125977 | -133679 | -184730 | -70865 | -176997 |
Profit Factor | 1.178 | 1.3684 | 1.0173 | 0.9632 | 1.3387 | 0.6964 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 254 | 125 | 129 | 254 | 125 | 129 |
Losing Trades | 234 | 119 | 115 | 234 | 119 | 115 |
Profitability (%) | 52.0492 | 51.2295 | 52.8689 | 52.0492 | 51.2295 | 52.8689 |
Ratio Avg Win / Avg Loss | 1.0852 | 1.3027 | 0.9069 | 0.8874 | 1.2745 | 0.6208 |
Largest Winning Trade | 57847 | 57847 | 42795 | 65268 | 65268 | 15100 |
Largest Losing Trade | -64450 | -29136 | -64450 | -58880 | -34033 | -58880 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 21118 | 10541 | 10577 | 21118 | 10541 | 10577 |
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 | -14361 | 319883 | -389123 | -577962 | -127637 | -579684 |
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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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