Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300606.2936 | 391694.4308 | -91088.1372 | -84307.9076 | 396409.4578 | -480717.3653 |
Total P&L (%) | 300.6063 | 391.6944 | -91.0881 | -84.3079 | 396.4095 | -480.7174 |
Avg Daily Profit (%) | 0.1297 | 0.169 | -0.0393 | -0.0799 | 0.0691 | 0 |
Buy And Hold Return (%) | 14.6958 | 14.6958 | 14.6958 | 14.6958 | 14.6958 | 14.6958 |
Max Trade Drawdown | -250679 | -140883 | -222994 | -533602 | -250668 | -554937 |
Profit Factor | 1.1041 | 1.2893 | 0.9406 | 0.9813 | 1.1948 | 0.806 |
Total Trades | 758 | 379 | 379 | 758 | 379 | 379 |
Winning Trades | 420 | 211 | 209 | 420 | 211 | 209 |
Losing Trades | 338 | 168 | 170 | 338 | 168 | 170 |
Profitability (%) | 55.409 | 55.6728 | 55.1451 | 55.409 | 55.6728 | 55.1451 |
Ratio Avg Win / Avg Loss | 0.8886 | 1.0266 | 0.7651 | 0.7897 | 0.9513 | 0.6556 |
Largest Winning Trade | 52685 | 52685 | 43229 | 91374 | 91374 | 70933 |
Largest Losing Trade | -48972 | -45737 | -48972 | -186947 | -107763 | -186947 |
Avg Bars in Trades | 5 | 5 | 6 | 5 | 5 | 6 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4443 | 2150 | 2293 | 4443 | 2150 | 2293 |
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 | -122192 | 353282 | -578407 | -575423 | -106034 | -578407 |
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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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