Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291898.5943 | 321020.6189 | -29122.0246 | -15643.0061 | 75145.6844 | -90788.6905 |
Total P&L (%) | 291.8986 | 321.0206 | -29.122 | -15.643 | 75.1457 | -90.7887 |
Avg Daily Profit (%) | 0.1402 | 0.1542 | -0.014 | -0.0082 | 0.0269 | -0.1144 |
Buy And Hold Return (%) | 16.1191 | 16.1191 | 16.1191 | 16.1191 | 16.1191 | 16.1191 |
Max Trade Drawdown | -235289 | -104590 | -176365 | -2026876 | -1039841 | -1303048 |
Profit Factor | 1.1559 | 1.3435 | 0.9689 | 0.9985 | 1.0147 | 0.9837 |
Total Trades | 809 | 405 | 404 | 809 | 405 | 404 |
Winning Trades | 363 | 185 | 178 | 363 | 185 | 178 |
Losing Trades | 446 | 220 | 226 | 446 | 220 | 226 |
Profitability (%) | 44.8702 | 45.679 | 44.0594 | 44.8702 | 45.679 | 44.0594 |
Ratio Avg Win / Avg Loss | 1.4202 | 1.5977 | 1.2302 | 1.2269 | 1.2066 | 1.2489 |
Largest Winning Trade | 116116 | 116116 | 35322 | 682245 | 682245 | 383751 |
Largest Losing Trade | -26375 | -26375 | -22183 | -221825 | -202482 | -221825 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 24722 | 12064 | 12658 | 24722 | 12064 | 12658 |
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 | -52709 | 318566 | -579865 | -576880 | -362771 | -579865 |
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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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