Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359726.763 | 369166.7267 | -9439.9637 | -47004.5862 | -381728.4545 | 334723.8683 |
Total P&L (%) | 359.7268 | 369.1667 | -9.44 | -47.0046 | -381.7285 | 334.7239 |
Avg Daily Profit (%) | 0.1927 | 0.1978 | -0.0051 | -0.034 | 0 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206076 | -169542 | -131146 | -1293331 | -1103917 | -528934 |
Profit Factor | 1.2503 | 1.4969 | 0.9864 | 0.9926 | 0.89 | 1.1146 |
Total Trades | 485 | 243 | 242 | 485 | 243 | 242 |
Winning Trades | 206 | 100 | 106 | 206 | 100 | 106 |
Losing Trades | 279 | 143 | 136 | 279 | 143 | 136 |
Profitability (%) | 42.4742 | 41.1523 | 43.8017 | 42.4742 | 41.1523 | 43.8017 |
Ratio Avg Win / Avg Loss | 1.6934 | 2.1405 | 1.2656 | 1.3444 | 1.2727 | 1.43 |
Largest Winning Trade | 256581 | 256581 | 45409 | 365273 | 251761 | 365273 |
Largest Losing Trade | -46835 | -36230 | -46835 | -284890 | -284890 | -181368 |
Avg Bars in Trades | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 11110 | 5644 | 5466 | 11110 | 5644 | 5466 |
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 | 300089 | 271910 | -580533 | -579225 | -581558 | -183720 |
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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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