Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497009.6534 | 535027.1335 | -38017.4801 | -75695.8426 | 32839.6321 | -108535.4747 |
Total P&L (%) | 497.0097 | 535.0271 | -38.0175 | -75.6958 | 32.8396 | -108.5355 |
Avg Daily Profit (%) | 0.2648 | 0.2851 | -0.0203 | -0.0753 | 0.0151 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149234 | -102684 | -190959 | -144088 | -74312 | -172358 |
Profit Factor | 1.2564 | 1.5395 | 0.9598 | 0.9274 | 1.0637 | 0.7942 |
Total Trades | 606 | 303 | 303 | 606 | 303 | 303 |
Winning Trades | 269 | 131 | 138 | 269 | 131 | 138 |
Losing Trades | 337 | 172 | 165 | 337 | 172 | 165 |
Profitability (%) | 44.3894 | 43.2343 | 45.5446 | 44.3894 | 43.2343 | 45.5446 |
Ratio Avg Win / Avg Loss | 1.574 | 2.0213 | 1.1476 | 1.1618 | 1.3966 | 0.9495 |
Largest Winning Trade | 329634 | 329634 | 86415 | 98095 | 98095 | 68660 |
Largest Losing Trade | -52688 | -34985 | -52688 | -84129 | -37008 | -84129 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Losers | 26 | 28 | 25 | 26 | 28 | 25 |
Bars Traded | 22286 | 10385 | 11900 | 22286 | 10385 | 11900 |
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 | 363163 | 353573 | -579814 | -578127 | -327520 | -581481 |
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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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