Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493185.8548 | 533137.9238 | -39952.069 | -70415.7706 | 70265.2073 | -140680.9779 |
Total P&L (%) | 493.1859 | 533.1379 | -39.9521 | -70.4158 | 70.2652 | -140.681 |
Avg Daily Profit (%) | 0.2631 | 0.2844 | -0.0213 | -0.0649 | 0.0284 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143384 | -108417 | -191464 | -183139 | -105213 | -227096 |
Profit Factor | 1.2584 | 1.5599 | 0.9582 | 0.9472 | 1.1084 | 0.7944 |
Total Trades | 585 | 292 | 293 | 585 | 292 | 293 |
Winning Trades | 257 | 127 | 130 | 257 | 127 | 130 |
Losing Trades | 328 | 165 | 163 | 328 | 165 | 163 |
Profitability (%) | 43.9316 | 43.4932 | 44.3686 | 43.9316 | 43.4932 | 44.3686 |
Ratio Avg Win / Avg Loss | 1.6061 | 2.0266 | 1.2015 | 1.2088 | 1.4401 | 0.9961 |
Largest Winning Trade | 311479 | 311479 | 86415 | 141818 | 141818 | 86415 |
Largest Losing Trade | -35037 | -30796 | -35037 | -70413 | -34571 | -70413 |
Avg Bars in Trades | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Winners | 51 | 42 | 60 | 51 | 42 | 60 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 22244 | 10298 | 11946 | 22244 | 10298 | 11946 |
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 | 352713 | 359397 | -580324 | -578414 | -257760 | -581991 |
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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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