Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581911.2178 | 608356.03 | -26444.8122 | 97778.815 | -202258.5868 | 300037.4018 |
Total P&L (%) | 581.9112 | 608.356 | -26.4448 | 97.7788 | -202.2586 | 300.0374 |
Avg Daily Profit (%) | 0.3098 | 0.3239 | -0.0141 | 0.0363 | 0 | 0.0738 |
Buy And Hold Return (%) | 227.7804 | 227.7804 | 227.7804 | 227.7804 | 227.7804 | 227.7804 |
Max Trade Drawdown | -190244 | -136210 | -115789 | -2011206 | -1877906 | -1056514 |
Profit Factor | 1.3849 | 1.7728 | 0.9635 | 1.0073 | 0.9724 | 1.0499 |
Total Trades | 443 | 222 | 221 | 443 | 222 | 221 |
Winning Trades | 211 | 95 | 116 | 211 | 95 | 116 |
Losing Trades | 232 | 127 | 105 | 232 | 127 | 105 |
Profitability (%) | 47.6298 | 42.7928 | 52.4887 | 47.6298 | 42.7928 | 52.4887 |
Ratio Avg Win / Avg Loss | 1.5227 | 2.37 | 0.8721 | 1.1076 | 1.2999 | 0.9503 |
Largest Winning Trade | 285367 | 285367 | 31661 | 811234 | 811234 | 307357 |
Largest Losing Trade | -38675 | -34772 | -38675 | -603591 | -603591 | -254154 |
Avg Bars in Trades | 50 | 48 | 51 | 50 | 48 | 51 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 22210 | 10821 | 11389 | 22210 | 10821 | 11389 |
Profit Streak | 0 | 0 | 24.1936 | 0 | 0 | 24.1936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308748 | 246883 | -579309 | -521240 | -581307 | -327323 |
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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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