Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260940.5546 | 312906.6004 | -51966.0458 | -62026.4898 | 305822.9783 | -367849.4681 |
Total P&L (%) | 260.9406 | 312.9066 | -51.966 | -62.0265 | 305.823 | -367.8495 |
Avg Daily Profit (%) | 0.1347 | 0.1615 | -0.0268 | -0.05 | 0.0723 | 0 |
Buy And Hold Return (%) | 20.1903 | 20.1903 | 20.1903 | 20.1903 | 20.1903 | 20.1903 |
Max Trade Drawdown | -202938 | -176323 | -117558 | -819259 | -696703 | -459519 |
Profit Factor | 1.2201 | 1.3684 | 0.8454 | 0.9753 | 1.1749 | 0.5195 |
Total Trades | 539 | 269 | 270 | 539 | 269 | 270 |
Winning Trades | 375 | 221 | 154 | 375 | 221 | 154 |
Losing Trades | 164 | 48 | 116 | 164 | 48 | 116 |
Profitability (%) | 69.5733 | 82.1561 | 57.037 | 69.5733 | 82.1561 | 57.037 |
Ratio Avg Win / Avg Loss | 0.5336 | 0.2972 | 0.6368 | 0.4265 | 0.2552 | 0.3913 |
Largest Winning Trade | 35619 | 35619 | 9640 | 132087 | 132087 | 26060 |
Largest Losing Trade | -69320 | -69320 | -24601 | -477746 | -477746 | -171533 |
Avg Bars in Trades | 41 | 82 | 1 | 41 | 82 | 1 |
Avg Bars in Winners | 14 | 24 | 1 | 14 | 24 | 1 |
Avg Bars in Losers | 104 | 352 | 1 | 104 | 352 | 1 |
Bars Traded | 22610 | 22237 | 373 | 22610 | 22237 | 373 |
Profit Streak | 0 | 47.24 | 0 | 0 | 47.24 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9974 | 418913 | -578731 | -575424 | -120632 | -578731 |
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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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