Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468837.722 | 506887.7671 | -38050.0451 | -75844.7728 | 26334.0331 | -102178.8059 |
Total P&L (%) | 468.8377 | 506.8878 | -38.05 | -75.8448 | 26.334 | -102.1788 |
Avg Daily Profit (%) | 0.2492 | 0.2694 | -0.0202 | -0.0755 | 0.0124 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143931 | -108632 | -215724 | -146636 | -57407 | -160437 |
Profit Factor | 1.2231 | 1.4701 | 0.9628 | 0.9102 | 1.0634 | 0.7621 |
Total Trades | 702 | 351 | 351 | 702 | 351 | 351 |
Winning Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Losing Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Profitability (%) | 47.2934 | 47.2934 | 47.2934 | 47.2934 | 47.2934 | 47.2934 |
Ratio Avg Win / Avg Loss | 1.363 | 1.6384 | 1.073 | 1.0144 | 1.1851 | 0.8494 |
Largest Winning Trade | 275259 | 275259 | 86415 | 66973 | 63151 | 66973 |
Largest Losing Trade | -52688 | -34985 | -52688 | -82061 | -37383 | -82061 |
Avg Bars in Trades | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 22312 | 10359 | 11953 | 22312 | 10359 | 11953 |
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 | 369717 | 409338 | -578884 | -576496 | -329973 | -580550 |
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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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