Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560443.7927 | 617117.4774 | -56673.6848 | -21282.9427 | 176273.5115 | -197556.4541 |
Total P&L (%) | 560.4438 | 617.1175 | -56.6737 | -21.2829 | 176.2735 | -197.5565 |
Avg Daily Profit (%) | 0.269 | 0.2962 | -0.0272 | -0.0115 | 0.0488 | 0 |
Buy And Hold Return (%) | 82.0463 | 82.0463 | 82.0463 | 82.0463 | 82.0463 | 82.0463 |
Max Trade Drawdown | -194518 | -146285 | -261023 | -748408 | -497879 | -535061 |
Profit Factor | 1.2563 | 1.5712 | 0.9488 | 0.9968 | 1.0541 | 0.9402 |
Total Trades | 605 | 303 | 302 | 605 | 303 | 302 |
Winning Trades | 262 | 120 | 142 | 262 | 120 | 142 |
Losing Trades | 343 | 183 | 160 | 343 | 183 | 160 |
Profitability (%) | 43.3058 | 39.604 | 47.0199 | 43.3058 | 39.604 | 47.0199 |
Ratio Avg Win / Avg Loss | 1.6448 | 2.3961 | 1.069 | 1.3049 | 1.6075 | 1.0594 |
Largest Winning Trade | 228725 | 228725 | 58110 | 213978 | 213978 | 161988 |
Largest Losing Trade | -35688 | -33653 | -35688 | -138954 | -99934 | -138954 |
Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Winners | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 24897 | 12341 | 12556 | 24897 | 12341 | 12556 |
Profit Streak | 0 | 0 | 8.4992 | 0 | 0 | 8.4992 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360019 | 313155 | -578575 | -578553 | -296578 | -578575 |
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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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