Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267073.0744 | 257217.1326 | 9855.9419 | -13694.2112 | 99721.4009 | -113415.6121 |
Total P&L (%) | 267.0731 | 257.2171 | 9.8559 | -13.6942 | 99.7214 | -113.4156 |
Avg Daily Profit (%) | 0.1505 | 0.1449 | 0.0056 | -0.0083 | 0.039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156729 | -102637 | -153248 | -449702 | -251944 | -244911 |
Profit Factor | 1.2044 | 1.4031 | 1.0147 | 0.9926 | 1.1161 | 0.8869 |
Total Trades | 485 | 242 | 243 | 485 | 242 | 243 |
Winning Trades | 232 | 110 | 122 | 232 | 110 | 122 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 47.8351 | 45.4545 | 50.2058 | 47.8351 | 45.4545 | 50.2058 |
Ratio Avg Win / Avg Loss | 1.3134 | 1.6837 | 1.0064 | 1.0825 | 1.3394 | 0.8796 |
Largest Winning Trade | 125572 | 125572 | 67599 | 69497 | 58069 | 69497 |
Largest Losing Trade | -42814 | -31750 | -42814 | -106950 | -85664 | -106950 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 28 | 33 | 22 | 28 | 33 | 22 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 10426 | 5756 | 4670 | 10426 | 5756 | 4670 |
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 | 312033 | 52352 | -554472 | -577140 | -234401 | -579757 |
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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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