Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306194.1416 | 337127.4015 | -30933.2599 | 5416.1696 | 380437.0337 | -375020.8642 |
Total P&L (%) | 306.1941 | 337.1274 | -30.9333 | 5.4162 | 380.437 | -375.0209 |
Avg Daily Profit (%) | 0.147 | 0.1618 | -0.0148 | 0.0025 | 0.0754 | 0 |
Buy And Hold Return (%) | 76.4675 | 76.4675 | 76.4675 | 76.4675 | 76.4675 | 76.4675 |
Max Trade Drawdown | -209487 | -92995 | -135233 | -1547716 | -754001 | -1152810 |
Profit Factor | 1.1609 | 1.3437 | 0.9665 | 1.0006 | 1.0762 | 0.9204 |
Total Trades | 939 | 469 | 470 | 939 | 469 | 470 |
Winning Trades | 446 | 221 | 225 | 446 | 221 | 225 |
Losing Trades | 493 | 248 | 245 | 493 | 248 | 245 |
Profitability (%) | 47.4973 | 47.1215 | 47.8723 | 47.4973 | 47.1215 | 47.8723 |
Ratio Avg Win / Avg Loss | 1.2832 | 1.5079 | 1.0524 | 1.106 | 1.2076 | 1.0022 |
Largest Winning Trade | 180645 | 180645 | 29962 | 566884 | 566884 | 197276 |
Largest Losing Trade | -29859 | -20785 | -29859 | -332201 | -184143 | -332201 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 24643 | 12382 | 12261 | 24643 | 12382 | 12261 |
Profit Streak | 0 | 16.9309 | 0 | 0 | 16.9309 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37988 | 324711 | -577760 | -570496 | -228299 | -577760 |
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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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