Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345938.6428 | 367197.7918 | -21259.149 | 19012.9309 | 384077.9671 | -365065.0362 |
Total P&L (%) | 345.9386 | 367.1978 | -21.2591 | 19.0129 | 384.078 | -365.065 |
Avg Daily Profit (%) | 0.1478 | 0.1569 | -0.0091 | 0.0074 | 0.0674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119957 | -87703 | -109553 | -827574 | -493400 | -453181 |
Profit Factor | 1.2348 | 1.5215 | 0.9724 | 1.0037 | 1.1573 | 0.8646 |
Total Trades | 475 | 238 | 237 | 475 | 238 | 237 |
Winning Trades | 213 | 105 | 108 | 213 | 105 | 108 |
Losing Trades | 262 | 133 | 129 | 262 | 133 | 129 |
Profitability (%) | 44.8421 | 44.1176 | 45.5696 | 44.8421 | 44.1176 | 45.5696 |
Ratio Avg Win / Avg Loss | 1.5188 | 1.9273 | 1.1614 | 1.2346 | 1.4659 | 1.0327 |
Largest Winning Trade | 205106 | 205106 | 70044 | 263828 | 221521 | 263828 |
Largest Losing Trade | -28213 | -24280 | -28213 | -123964 | -91083 | -123964 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 35 | 28 | 43 | 35 | 28 | 43 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 13860 | 6188 | 7671 | 13860 | 6188 | 7671 |
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 | 211499 | 305346 | -580149 | -406136 | -151699 | -580149 |
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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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