Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317922.4821 | 379759.2878 | -61836.8057 | -74555.9958 | 173391.2809 | -247947.2767 |
Total P&L (%) | 317.9225 | 379.7593 | -61.8368 | -74.556 | 173.3913 | -247.9473 |
Avg Daily Profit (%) | 0.1675 | 0.2001 | -0.0326 | -0.0721 | 0.053 | 0 |
Buy And Hold Return (%) | 23.7232 | 23.7232 | 23.7232 | 23.7232 | 23.7232 | 23.7232 |
Max Trade Drawdown | -172301 | -103707 | -185498 | -242157 | -96916 | -261050 |
Profit Factor | 1.1437 | 1.3767 | 0.9486 | 0.9666 | 1.1693 | 0.7947 |
Total Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Winning Trades | 283 | 143 | 140 | 283 | 143 | 140 |
Losing Trades | 307 | 152 | 155 | 307 | 152 | 155 |
Profitability (%) | 47.9661 | 48.4746 | 47.4576 | 47.9661 | 48.4746 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.2407 | 1.4634 | 1.0503 | 1.0486 | 1.2429 | 0.8799 |
Largest Winning Trade | 119835 | 119835 | 36317 | 65313 | 65313 | 44601 |
Largest Losing Trade | -69202 | -33347 | -69202 | -106059 | -50401 | -106059 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 11340 | 5842 | 5498 | 11340 | 5842 | 5498 |
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 | -52535 | 318486 | -578834 | -576541 | -155709 | -580501 |
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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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