Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440093.2847 | 387141.2231 | 52952.0616 | -39876.9339 | 145618.7221 | -185495.656 |
Total P&L (%) | 440.0933 | 387.1412 | 52.9521 | -39.8769 | 145.6187 | -185.4957 |
Avg Daily Profit (%) | 0.235 | 0.2067 | 0.0283 | -0.0272 | 0.048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257131 | -106710 | -274643 | -384478 | -105453 | -438542 |
Profit Factor | 1.1688 | 1.3083 | 1.0392 | 0.9767 | 1.1792 | 0.7942 |
Total Trades | 927 | 464 | 463 | 927 | 464 | 463 |
Winning Trades | 469 | 230 | 239 | 469 | 230 | 239 |
Losing Trades | 458 | 234 | 224 | 458 | 234 | 224 |
Profitability (%) | 50.5933 | 49.569 | 51.6199 | 50.5933 | 49.569 | 51.6199 |
Ratio Avg Win / Avg Loss | 1.1413 | 1.331 | 0.9739 | 0.9538 | 1.1997 | 0.7444 |
Largest Winning Trade | 218562 | 218562 | 41902 | 157449 | 157449 | 47001 |
Largest Losing Trade | -33404 | -30796 | -33404 | -109345 | -85970 | -109345 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 22320 | 10642 | 11678 | 22320 | 10642 | 11678 |
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 | -21367 | 352530 | -333005 | -575165 | -150208 | -578426 |
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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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