Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252980.0134 | 279830.705 | -26850.6917 | 1723.0013 | 358170.9102 | -356447.9089 |
Total P&L (%) | 252.98 | 279.8307 | -26.8507 | 1.723 | 358.1709 | -356.4479 |
Avg Daily Profit (%) | 0.1792 | 0.1983 | -0.019 | 0.0012 | 0.1079 | 0 |
Buy And Hold Return (%) | 22.4845 | 22.4845 | 22.4845 | 22.4845 | 22.4845 | 22.4845 |
Max Trade Drawdown | -139134 | -59859 | -158773 | -593714 | -146717 | -540331 |
Profit Factor | 1.1582 | 1.4058 | 0.9705 | 1.0005 | 1.2365 | 0.8283 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 267 | 130 | 137 | 267 | 130 | 137 |
Losing Trades | 252 | 130 | 122 | 252 | 130 | 122 |
Profitability (%) | 51.4451 | 50 | 52.8958 | 51.4451 | 50 | 52.8958 |
Ratio Avg Win / Avg Loss | 1.0931 | 1.4058 | 0.8642 | 0.9443 | 1.2365 | 0.7376 |
Largest Winning Trade | 54242 | 54242 | 44225 | 120618 | 120618 | 100447 |
Largest Losing Trade | -37283 | -23276 | -37283 | -120142 | -51347 | -120142 |
Avg Bars in Trades | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Winners | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 16663 | 8141 | 8522 | 16663 | 8141 | 8522 |
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 | -36206 | 329093 | -579603 | -575737 | -48432 | -579603 |
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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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