Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183218.7913 | 230708.6603 | -47489.869 | -77740.937 | 188468.7865 | -266209.7235 |
Total P&L (%) | 183.2188 | 230.7087 | -47.4899 | -77.7409 | 188.4688 | -266.2097 |
Avg Daily Profit (%) | 0.1298 | 0.1635 | -0.0336 | -0.1064 | 0.0751 | 0 |
Buy And Hold Return (%) | 22.2888 | 22.2888 | 22.2888 | 22.2888 | 22.2888 | 22.2888 |
Max Trade Drawdown | -137586 | -89699 | -137756 | -358647 | -250534 | -403420 |
Profit Factor | 1.0983 | 1.2709 | 0.9531 | 0.9702 | 1.1603 | 0.8144 |
Total Trades | 720 | 360 | 360 | 720 | 360 | 360 |
Winning Trades | 497 | 250 | 247 | 497 | 250 | 247 |
Losing Trades | 223 | 110 | 113 | 223 | 110 | 113 |
Profitability (%) | 69.0278 | 69.4444 | 68.6111 | 69.0278 | 69.4444 | 68.6111 |
Ratio Avg Win / Avg Loss | 0.4928 | 0.5592 | 0.436 | 0.4353 | 0.5105 | 0.3726 |
Largest Winning Trade | 22086 | 22086 | 19127 | 43662 | 43662 | 39351 |
Largest Losing Trade | -65580 | -54737 | -65580 | -157565 | -127933 | -157565 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 16889 | 8304 | 8585 | 16889 | 8304 | 8585 |
Profit Streak | 0 | 0 | 464.826 | 0 | 0 | 464.826 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126858 | 348232 | -576176 | -573855 | -134387 | -576176 |
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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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