Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461354.0798 | 498439.3805 | -37085.3006 | 730.3431 | 40233.992 | -39503.6489 |
Total P&L (%) | 461.3541 | 498.4394 | -37.0853 | 0.7303 | 40.234 | -39.5036 |
Avg Daily Profit (%) | 0.2215 | 0.2393 | -0.0178 | 0.0003 | 0.0162 | -0.0241 |
Buy And Hold Return (%) | 101.7964 | 101.7964 | 101.7964 | 101.7964 | 101.7964 | 101.7964 |
Max Trade Drawdown | -164409 | -113285 | -324197 | -434174 | -405112 | -246175 |
Profit Factor | 1.1946 | 1.4645 | 0.9714 | 1.0002 | 1.0272 | 0.9727 |
Total Trades | 638 | 319 | 319 | 638 | 319 | 319 |
Winning Trades | 299 | 141 | 158 | 299 | 141 | 158 |
Losing Trades | 339 | 178 | 161 | 339 | 178 | 161 |
Profitability (%) | 46.8652 | 44.2006 | 49.5298 | 46.8652 | 44.2006 | 49.5298 |
Ratio Avg Win / Avg Loss | 1.3544 | 1.8488 | 0.9899 | 1.1341 | 1.2967 | 0.9912 |
Largest Winning Trade | 68425 | 68425 | 53627 | 137883 | 137883 | 110866 |
Largest Losing Trade | -55891 | -21803 | -55891 | -92994 | -92994 | -71147 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 46 | 46 | 47 | 46 | 46 | 47 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 24845 | 12111 | 12734 | 24845 | 12111 | 12734 |
Profit Streak | 0 | 13.3351 | 0 | 0 | 13.3351 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 61760 | 327265 | -579848 | -576258 | -527204 | -579848 |
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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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