Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460528.0257 | 498068.9312 | -37540.9055 | -74836.7471 | 18414.5026 | -93251.2496 |
Total P&L (%) | 460.528 | 498.0689 | -37.5409 | -74.8367 | 18.4145 | -93.2513 |
Avg Daily Profit (%) | 0.1983 | 0.2145 | -0.0162 | -0.0594 | 0.0073 | -0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243060 | -127997 | -326559 | -309463 | -207845 | -262187 |
Profit Factor | 1.1957 | 1.4202 | 0.9679 | 0.9658 | 1.0165 | 0.9133 |
Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
Winning Trades | 286 | 142 | 144 | 286 | 142 | 144 |
Losing Trades | 336 | 169 | 167 | 336 | 169 | 167 |
Profitability (%) | 45.9807 | 45.6592 | 46.3023 | 45.9807 | 45.6592 | 46.3023 |
Ratio Avg Win / Avg Loss | 1.4047 | 1.6903 | 1.1225 | 1.1347 | 1.2098 | 1.0592 |
Largest Winning Trade | 251029 | 251029 | 59941 | 76277 | 62741 | 76277 |
Largest Losing Trade | -53827 | -40149 | -53827 | -90429 | -47257 | -90429 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 13775 | 6171 | 7604 | 13775 | 6171 | 7604 |
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 | 155065 | 336076 | -579200 | -577147 | -393745 | -579200 |
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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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