Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452108.3185 | 382039.5251 | 70068.7934 | 90196.4668 | 328777.1181 | -238580.6513 |
Total P&L (%) | 452.1083 | 382.0395 | 70.0688 | 90.1965 | 328.7771 | -238.5807 |
Avg Daily Profit (%) | 0.1898 | 0.1604 | 0.0294 | 0.027 | 0.0611 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151384 | -92524 | -152338 | -410753 | -107009 | -406133 |
Profit Factor | 1.262 | 1.5229 | 1.0704 | 1.0462 | 1.4711 | 0.8097 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 241 | 122 | 119 | 241 | 122 | 119 |
Losing Trades | 241 | 119 | 122 | 241 | 119 | 122 |
Profitability (%) | 50 | 50.6224 | 49.3776 | 50 | 50.6224 | 49.3776 |
Ratio Avg Win / Avg Loss | 1.262 | 1.4855 | 1.0974 | 1.0462 | 1.4349 | 0.8302 |
Largest Winning Trade | 49121 | 38467 | 49121 | 55873 | 55873 | 53205 |
Largest Losing Trade | -76685 | -34824 | -76685 | -333613 | -33401 | -333613 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 7018 | 3301 | 3717 | 7018 | 3301 | 3717 |
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 | 366554 | 352532 | -295909 | -323720 | -109111 | -580036 |
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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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