Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561717.5202 | 618104.6307 | -56387.1106 | -24999.5323 | 746168.4909 | -771168.0232 |
Total P&L (%) | 561.7175 | 618.1046 | -56.3871 | -24.9995 | 746.1685 | -771.168 |
Avg Daily Profit (%) | 0.3043 | 0.3348 | -0.0305 | -0.0156 | 0.1158 | 0 |
Buy And Hold Return (%) | 65.2198 | 65.2198 | 65.2198 | 65.2198 | 65.2198 | 65.2198 |
Max Trade Drawdown | -267735 | -209889 | -141249 | -2412782 | -1720708 | -1024875 |
Profit Factor | 1.3069 | 1.6081 | 0.9307 | 0.9978 | 1.1185 | 0.8441 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 241 | 123 | 118 | 241 | 123 | 118 |
Profitability (%) | 40.6404 | 39.4089 | 41.8719 | 40.6404 | 39.4089 | 41.8719 |
Ratio Avg Win / Avg Loss | 1.9088 | 2.4724 | 1.2921 | 1.4574 | 1.7197 | 1.1718 |
Largest Winning Trade | 221867 | 221867 | 38986 | 957894 | 957894 | 405030 |
Largest Losing Trade | -30513 | -29756 | -30513 | -485412 | -356241 | -485412 |
Avg Bars in Trades | 54 | 73 | 34 | 54 | 73 | 34 |
Avg Bars in Winners | 78 | 113 | 45 | 78 | 113 | 45 |
Avg Bars in Losers | 37 | 47 | 26 | 37 | 47 | 26 |
Bars Traded | 21978 | 14955 | 7022 | 21978 | 14955 | 7022 |
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 | 311350 | 310414 | -581765 | -580628 | -130751 | -581765 |
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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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