Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721425.8734 | 745657.3461 | -24231.4727 | 129312.4775 | 229121.4934 | -99809.0159 |
Total P&L (%) | 721.4259 | 745.6573 | -24.2315 | 129.3125 | 229.1215 | -99.809 |
Avg Daily Profit (%) | 0.3463 | 0.3579 | -0.0116 | 0.0398 | 0.0572 | -0.3001 |
Buy And Hold Return (%) | 42.6357 | 42.6357 | 42.6357 | 42.6357 | 42.6357 | 42.6357 |
Max Trade Drawdown | -165438 | -112619 | -262041 | -679787 | -448877 | -469949 |
Profit Factor | 1.4117 | 1.8878 | 0.9734 | 1.0308 | 1.1128 | 0.9539 |
Total Trades | 845 | 422 | 423 | 845 | 422 | 423 |
Winning Trades | 289 | 142 | 147 | 289 | 142 | 147 |
Losing Trades | 556 | 280 | 276 | 556 | 280 | 276 |
Profitability (%) | 34.2012 | 33.6493 | 34.7518 | 34.2012 | 33.6493 | 34.7518 |
Ratio Avg Win / Avg Loss | 2.7159 | 3.7224 | 1.8277 | 1.9832 | 2.1943 | 1.791 |
Largest Winning Trade | 355699 | 355699 | 65456 | 403024 | 403024 | 295644 |
Largest Losing Trade | -24662 | -19554 | -24662 | -102238 | -54526 | -102238 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 24710 | 11511 | 13199 | 24710 | 11511 | 13199 |
Profit Streak | 1.6463 | 0 | 4.313 | 1.6463 | 0 | 4.313 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263681 | 307456 | -582202 | -332119 | -217347 | -582202 |
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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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