Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428059.7229 | 404729.7973 | 23329.9257 | -53846.1623 | 145301.6942 | -199147.8565 |
Total P&L (%) | 428.0597 | 404.7298 | 23.3299 | -53.8462 | 145.3017 | -199.1479 |
Avg Daily Profit (%) | 0.2292 | 0.2167 | 0.0125 | -0.0414 | 0.048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173026 | -108384 | -138605 | -266858 | -162520 | -203887 |
Profit Factor | 1.1817 | 1.3734 | 1.0183 | 0.9715 | 1.1684 | 0.8058 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 242 | 123 | 119 | 242 | 123 | 119 |
Losing Trades | 277 | 137 | 140 | 277 | 137 | 140 |
Profitability (%) | 46.6281 | 47.3077 | 45.9459 | 46.6281 | 47.3077 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.3526 | 1.5297 | 1.1981 | 1.112 | 1.3013 | 0.948 |
Largest Winning Trade | 136996 | 136996 | 52357 | 91373 | 91373 | 56820 |
Largest Losing Trade | -43449 | -30529 | -43449 | -73814 | -52169 | -73814 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5592 | 2802 | 2790 | 5592 | 2802 | 2790 |
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 | -11075 | 339925 | -381667 | -577432 | -164038 | -581277 |
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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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