Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584495.3112 | 605012.1913 | -20516.8801 | -25512.5806 | 98854.1708 | -124366.7514 |
Total P&L (%) | 584.4953 | 605.0122 | -20.5169 | -25.5126 | 98.8542 | -124.3668 |
Avg Daily Profit (%) | 0.2335 | 0.2417 | -0.0082 | -0.0118 | 0.0275 | 0 |
Buy And Hold Return (%) | 199.3421 | 199.3421 | 199.3421 | 199.3421 | 199.3421 | 199.3421 |
Max Trade Drawdown | -164298 | -83859 | -199579 | -108549 | -42407 | -161420 |
Profit Factor | 1.4521 | 1.9743 | 0.9695 | 0.9509 | 1.4867 | 0.6065 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 177 | 77 | 100 | 177 | 77 | 100 |
Losing Trades | 170 | 97 | 73 | 170 | 97 | 73 |
Profitability (%) | 51.0086 | 44.2529 | 57.8035 | 51.0086 | 44.2529 | 57.8035 |
Ratio Avg Win / Avg Loss | 1.3946 | 2.4871 | 0.7077 | 0.9133 | 1.8729 | 0.4428 |
Largest Winning Trade | 394704 | 394704 | 49729 | 48350 | 48350 | 16057 |
Largest Losing Trade | -80101 | -26181 | -80101 | -78192 | -17470 | -78192 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 9857 | 4582 | 5275 | 9857 | 4582 | 5275 |
Profit Streak | 0 | 0 | 88.3484 | 0 | 0 | 88.3484 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301998 | 268695 | -578857 | -578555 | -321222 | -578857 |
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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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