Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292243.4208 | 271353.5427 | 20889.878 | -2289.2682 | 295797.3462 | -298086.6144 |
Total P&L (%) | 292.2434 | 271.3535 | 20.8899 | -2.2893 | 295.7973 | -298.0866 |
Avg Daily Profit (%) | 0.2357 | 0.2188 | 0.0168 | -0.0019 | 0.111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204701 | -66495 | -171623 | -370180 | -92028 | -423337 |
Profit Factor | 1.1805 | 1.3934 | 1.0225 | 0.9989 | 1.3953 | 0.7677 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 221 | 105 | 116 | 221 | 105 | 116 |
Losing Trades | 203 | 107 | 96 | 203 | 107 | 96 |
Profitability (%) | 52.1226 | 49.5283 | 54.717 | 52.1226 | 49.5283 | 54.717 |
Ratio Avg Win / Avg Loss | 1.0843 | 1.4199 | 0.8462 | 0.9175 | 1.4219 | 0.6353 |
Largest Winning Trade | 82941 | 82941 | 36403 | 183235 | 183235 | 47136 |
Largest Losing Trade | -50118 | -28867 | -50118 | -112364 | -49616 | -112364 |
Avg Bars in Trades | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 14822 | 7389 | 7433 | 14822 | 7389 | 7433 |
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 | -11609 | 317057 | -372949 | -578286 | -43758 | -579612 |
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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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