Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406220.881 | 430158.4558 | -23937.5748 | -95590.2967 | -19438.8125 | -76151.4842 |
Total P&L (%) | 406.2209 | 430.1585 | -23.9376 | -95.5903 | -19.4388 | -76.1515 |
Avg Daily Profit (%) | 0.1711 | 0.1811 | -0.0101 | -0.1313 | -0.0091 | -0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223134 | -109755 | -260162 | -92978 | -28538 | -95383 |
Profit Factor | 1.1204 | 1.2796 | 0.987 | 0.7068 | 0.8489 | 0.6143 |
Total Trades | 891 | 446 | 445 | 891 | 446 | 445 |
Winning Trades | 458 | 222 | 236 | 458 | 222 | 236 |
Losing Trades | 433 | 224 | 209 | 433 | 224 | 209 |
Profitability (%) | 51.4029 | 49.7758 | 53.0337 | 51.4029 | 49.7758 | 53.0337 |
Ratio Avg Win / Avg Loss | 1.0592 | 1.2911 | 0.874 | 0.6682 | 0.8565 | 0.544 |
Largest Winning Trade | 56137 | 56137 | 38575 | 16685 | 16685 | 11883 |
Largest Losing Trade | -87747 | -50354 | -87747 | -64195 | -15047 | -64195 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 14229 | 7118 | 7111 | 14229 | 7118 | 7111 |
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 | -75216 | 337858 | -578336 | -575248 | -578811 | -578336 |
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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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