Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378696.4464 | 314094.365 | 64602.0815 | 108848.484 | 128146.684 | -19298.2 |
Total P&L (%) | 378.6964 | 314.0944 | 64.6021 | 108.8485 | 128.1467 | -19.2982 |
Avg Daily Profit (%) | 0.151 | 0.1252 | 0.0258 | 0.0294 | 0.0329 | -0.0085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225017 | -177755 | -131864 | -207592 | -146262 | -154286 |
Profit Factor | 1.2321 | 1.4101 | 1.0746 | 1.0823 | 1.2183 | 0.9737 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 207 | 101 | 106 | 207 | 101 | 106 |
Losing Trades | 205 | 105 | 100 | 205 | 105 | 100 |
Profitability (%) | 50.2427 | 49.0291 | 51.4563 | 50.2427 | 49.0291 | 51.4563 |
Ratio Avg Win / Avg Loss | 1.2202 | 1.466 | 1.0138 | 1.0719 | 1.2666 | 0.9186 |
Largest Winning Trade | 56224 | 56224 | 41330 | 49732 | 49732 | 41185 |
Largest Losing Trade | -47520 | -47520 | -45622 | -70537 | -40214 | -70537 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7104 | 3551 | 3553 | 7104 | 3551 | 3553 |
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 | 336024 | -24643 | -296268 | -281141 | -148941 | -579788 |
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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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