Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368860.9831 | 394880.601 | -26019.6178 | 35092.249 | 372817.2774 | -337725.0284 |
Total P&L (%) | 368.861 | 394.8806 | -26.0196 | 35.0922 | 372.8173 | -337.725 |
Avg Daily Profit (%) | 0.1771 | 0.1896 | -0.0125 | 0.0144 | 0.0746 | 0 |
Buy And Hold Return (%) | 64.6102 | 64.6102 | 64.6102 | 64.6102 | 64.6102 | 64.6102 |
Max Trade Drawdown | -197000 | -98429 | -135294 | -1749105 | -1020126 | -1196500 |
Profit Factor | 1.2412 | 1.4942 | 0.9644 | 1.0033 | 1.067 | 0.9333 |
Total Trades | 732 | 366 | 366 | 732 | 366 | 366 |
Winning Trades | 324 | 159 | 165 | 324 | 159 | 165 |
Losing Trades | 408 | 207 | 201 | 408 | 207 | 201 |
Profitability (%) | 44.2623 | 43.4426 | 45.082 | 44.2623 | 43.4426 | 45.082 |
Ratio Avg Win / Avg Loss | 1.5629 | 1.9453 | 1.1748 | 1.2634 | 1.3892 | 1.137 |
Largest Winning Trade | 179526 | 179526 | 47194 | 1022769 | 1022769 | 233676 |
Largest Losing Trade | -29859 | -16815 | -29859 | -325961 | -209637 | -325961 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 45 | 36 | 53 | 45 | 36 | 53 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 24496 | 10488 | 14008 | 24496 | 10488 | 14008 |
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 | 323734 | 302668 | -579665 | -554628 | -241828 | -579665 |
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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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