Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339327.5806 | 417740.4479 | -78412.8673 | -50417.1689 | 114526.0368 | -164943.2057 |
Total P&L (%) | 339.3276 | 417.7404 | -78.4129 | -50.4172 | 114.526 | -164.9432 |
Avg Daily Profit (%) | 0.1629 | 0.2005 | -0.0376 | -0.0337 | 0.0366 | 0 |
Buy And Hold Return (%) | 65.5753 | 65.5753 | 65.5753 | 65.5753 | 65.5753 | 65.5753 |
Max Trade Drawdown | -175849 | -88818 | -128463 | -449966 | -238897 | -312177 |
Profit Factor | 1.3084 | 1.8115 | 0.8661 | 0.9764 | 1.1145 | 0.8542 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Losing Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Profitability (%) | 43.3962 | 43.3962 | 43.3962 | 43.3962 | 43.3962 | 43.3962 |
Ratio Avg Win / Avg Loss | 1.7066 | 2.3628 | 1.1297 | 1.2735 | 1.4537 | 1.1142 |
Largest Winning Trade | 423019 | 423019 | 50050 | 222586 | 222586 | 105925 |
Largest Losing Trade | -27204 | -21459 | -27204 | -90462 | -73001 | -90462 |
Avg Bars in Trades | 57 | 51 | 64 | 57 | 51 | 64 |
Avg Bars in Winners | 80 | 65 | 95 | 80 | 65 | 95 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 24500 | 10848 | 13651 | 24500 | 10848 | 13651 |
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 | 251323 | 310622 | -581125 | -579463 | -249147 | -581125 |
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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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