Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241612.9029 | 370000.4958 | -128387.5929 | -71854.057 | 113971.9899 | -185826.0469 |
Total P&L (%) | 241.6129 | 370.0005 | -128.3876 | -71.8541 | 113.972 | -185.826 |
Avg Daily Profit (%) | 0.1493 | 0.2287 | -0.0794 | -0.0783 | 0.047 | 0 |
Buy And Hold Return (%) | 22.1478 | 22.1478 | 22.1478 | 22.1478 | 22.1478 | 22.1478 |
Max Trade Drawdown | -175097 | -107769 | -308030 | -200891 | -77452 | -243011 |
Profit Factor | 1.1234 | 1.3886 | 0.8724 | 0.9409 | 1.1943 | 0.7046 |
Total Trades | 676 | 338 | 338 | 676 | 338 | 338 |
Winning Trades | 318 | 167 | 151 | 318 | 167 | 151 |
Losing Trades | 358 | 171 | 187 | 358 | 171 | 187 |
Profitability (%) | 47.0414 | 49.4083 | 44.6746 | 47.0414 | 49.4083 | 44.6746 |
Ratio Avg Win / Avg Loss | 1.2647 | 1.4219 | 1.0804 | 1.0593 | 1.2229 | 0.8726 |
Largest Winning Trade | 121391 | 121391 | 54433 | 105663 | 105663 | 28875 |
Largest Losing Trade | -38736 | -21458 | -38736 | -38358 | -25011 | -38358 |
Avg Bars in Trades | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 19104 | 9680 | 9424 | 19104 | 9680 | 9424 |
Profit Streak | 0 | 0 | 495.9723 | 0 | 0 | 495.9723 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75873 | 351037 | -579108 | -576452 | -136935 | -580775 |
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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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