Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264931.264 | 267935.3552 | -3004.0913 | 5382.7392 | 134416.6559 | -129033.9167 |
Total P&L (%) | 264.9313 | 267.9354 | -3.0041 | 5.3827 | 134.4167 | -129.0339 |
Avg Daily Profit (%) | 0.1877 | 0.1898 | -0.0021 | 0.0037 | 0.0604 | 0 |
Buy And Hold Return (%) | 11.0245 | 11.0245 | 11.0245 | 11.0245 | 11.0245 | 11.0245 |
Max Trade Drawdown | -156672 | -89456 | -191643 | -125048 | -67919 | -219111 |
Profit Factor | 1.1355 | 1.3026 | 0.9972 | 1.0031 | 1.1721 | 0.8665 |
Total Trades | 759 | 380 | 379 | 759 | 380 | 379 |
Winning Trades | 392 | 198 | 194 | 392 | 198 | 194 |
Losing Trades | 367 | 182 | 185 | 367 | 182 | 185 |
Profitability (%) | 51.6469 | 52.1053 | 51.1873 | 51.6469 | 52.1053 | 51.1873 |
Ratio Avg Win / Avg Loss | 1.0631 | 1.1973 | 0.9509 | 0.9391 | 1.0774 | 0.8263 |
Largest Winning Trade | 51166 | 47285 | 51166 | 55138 | 55138 | 31383 |
Largest Losing Trade | -39034 | -25112 | -39034 | -43389 | -24639 | -43389 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 23 | 20 | 27 | 23 | 20 | 27 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 16776 | 7927 | 8848 | 16776 | 7927 | 8848 |
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 | -59532 | 346155 | -578920 | -567981 | -141541 | -578920 |
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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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