Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410225.4887 | 495336.2553 | -85110.7667 | -19132.4309 | 263732.1471 | -282864.578 |
Total P&L (%) | 410.2255 | 495.3363 | -85.1108 | -19.1324 | 263.7321 | -282.8646 |
Avg Daily Profit (%) | 0.2219 | 0.2679 | -0.046 | -0.0115 | 0.0699 | 0 |
Buy And Hold Return (%) | 59.2857 | 59.2857 | 59.2857 | 59.2857 | 59.2857 | 59.2857 |
Max Trade Drawdown | -267985 | -127443 | -313058 | -229853 | -65913 | -382315 |
Profit Factor | 1.1862 | 1.4822 | 0.9276 | 0.9846 | 1.493 | 0.6013 |
Total Trades | 485 | 243 | 242 | 485 | 243 | 242 |
Winning Trades | 202 | 107 | 95 | 202 | 107 | 95 |
Losing Trades | 283 | 136 | 147 | 283 | 136 | 147 |
Profitability (%) | 41.6495 | 44.0329 | 39.2562 | 41.6495 | 44.0329 | 39.2562 |
Ratio Avg Win / Avg Loss | 1.6619 | 1.8839 | 1.4353 | 1.3794 | 1.8977 | 0.9304 |
Largest Winning Trade | 67277 | 67277 | 53552 | 68186 | 68186 | 31331 |
Largest Losing Trade | -25857 | -25822 | -25857 | -41492 | -37300 | -41492 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5469 | 2661 | 2808 | 5469 | 2661 | 2808 |
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 | -7261 | 330591 | -582300 | -579546 | -100419 | -583967 |
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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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