Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320838.932 | 428237.4101 | -107398.4781 | -91367.2418 | 571185.3686 | -662552.6104 |
Total P&L (%) | 320.8389 | 428.2374 | -107.3985 | -91.3672 | 571.1854 | -662.5526 |
Avg Daily Profit (%) | 0.1721 | 0.2298 | -0.0576 | -0.1313 | 0.1022 | 0 |
Buy And Hold Return (%) | 13.6634 | 13.6634 | 13.6634 | 13.6634 | 13.6634 | 13.6634 |
Max Trade Drawdown | -149266 | -126775 | -262663 | -428213 | -155876 | -825638 |
Profit Factor | 1.1238 | 1.3691 | 0.9249 | 0.9724 | 1.4169 | 0.6588 |
Total Trades | 593 | 296 | 297 | 593 | 296 | 297 |
Winning Trades | 270 | 137 | 133 | 270 | 137 | 133 |
Losing Trades | 323 | 159 | 164 | 323 | 159 | 164 |
Profitability (%) | 45.5312 | 46.2838 | 44.7811 | 45.5312 | 46.2838 | 44.7811 |
Ratio Avg Win / Avg Loss | 1.3444 | 1.589 | 1.1405 | 1.1633 | 1.6445 | 0.8123 |
Largest Winning Trade | 83686 | 83686 | 47654 | 102322 | 102322 | 50985 |
Largest Losing Trade | -68449 | -44821 | -68449 | -197835 | -79546 | -197835 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 7417 | 3523 | 3894 | 7417 | 3523 | 3894 |
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 | -75285 | 335444 | -579865 | -577473 | -54381 | -581532 |
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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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