Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192256.1522 | 211860.5868 | -19604.4345 | -17229.3952 | 55510.1663 | -72739.5615 |
Total P&L (%) | 192.2562 | 211.8606 | -19.6044 | -17.2294 | 55.5102 | -72.7396 |
Avg Daily Profit (%) | 0.1846 | 0.2034 | -0.0188 | -0.0182 | 0.0424 | -0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140389 | -104694 | -65279 | -138617 | -91196 | -90593 |
Profit Factor | 1.2077 | 1.4645 | 0.9583 | 0.9777 | 1.1468 | 0.8161 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 231 | 114 | 117 | 231 | 114 | 117 |
Losing Trades | 288 | 146 | 142 | 288 | 146 | 142 |
Profitability (%) | 44.5087 | 43.8462 | 45.1737 | 44.5087 | 43.8462 | 45.1737 |
Ratio Avg Win / Avg Loss | 1.5057 | 1.8756 | 1.163 | 1.219 | 1.4687 | 0.9905 |
Largest Winning Trade | 227453 | 227453 | 39096 | 92020 | 92020 | 31804 |
Largest Losing Trade | -16828 | -14511 | -16828 | -23790 | -23790 | -19331 |
Avg Bars in Trades | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Winners | 74 | 62 | 85 | 74 | 62 | 85 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 24542 | 10500 | 14042 | 24542 | 10500 | 14042 |
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 | 313065 | 297420 | -580188 | -578534 | -197857 | -581855 |
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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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