Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326581.2506 | 303402.0622 | 23179.1883 | -19097.8348 | 439946.2415 | -459044.0763 |
Total P&L (%) | 326.5813 | 303.4021 | 23.1792 | -19.0978 | 439.9462 | -459.0441 |
Avg Daily Profit (%) | 0.1705 | 0.1584 | 0.0121 | -0.0111 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229835 | -82641 | -182881 | -1212291 | -638109 | -812211 |
Profit Factor | 1.2154 | 1.4023 | 1.0304 | 0.9974 | 1.1226 | 0.8749 |
Total Trades | 461 | 230 | 231 | 461 | 230 | 231 |
Winning Trades | 238 | 118 | 120 | 238 | 118 | 120 |
Losing Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Profitability (%) | 51.6269 | 51.3043 | 51.9481 | 51.6269 | 51.3043 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.1388 | 1.331 | 0.9531 | 0.9345 | 1.0655 | 0.8093 |
Largest Winning Trade | 103826 | 103826 | 38474 | 320387 | 320387 | 188688 |
Largest Losing Trade | -75105 | -26381 | -75105 | -268752 | -219076 | -268752 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 11200 | 6023 | 5177 | 11200 | 6023 | 5177 |
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 | 354015 | 326502 | -368995 | -577880 | -159956 | -579594 |
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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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