Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583721.6854 | 698635.6298 | -114913.9444 | -50038.8959 | 1101091.3481 | -1151130.2439 |
Total P&L (%) | 583.7217 | 698.6356 | -114.9139 | -50.0389 | 1101.0913 | -1151.1302 |
Avg Daily Profit (%) | 0.2582 | 0.309 | -0.0508 | -0.0307 | 0.11 | 0 |
Buy And Hold Return (%) | 210.1176 | 210.1176 | 210.1176 | 210.1176 | 210.1176 | 210.1176 |
Max Trade Drawdown | -200465 | -151637 | -201768 | -1962205 | -731186 | -1323913 |
Profit Factor | 1.3721 | 1.8844 | 0.8525 | 0.9901 | 1.4916 | 0.5934 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Losing Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Profitability (%) | 46.3104 | 46.1929 | 46.4286 | 46.3104 | 46.1929 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.5907 | 2.195 | 0.9836 | 1.1479 | 1.7375 | 0.6847 |
Largest Winning Trade | 438088 | 438088 | 45972 | 1428383 | 1428383 | 257734 |
Largest Losing Trade | -47278 | -40169 | -47278 | -810509 | -297829 | -810509 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 13175 | 6124 | 7051 | 13175 | 6124 | 7051 |
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 | 269336 | 313902 | -581696 | -578491 | -45529 | -581696 |
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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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