Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216983.2492 | 331142.997 | -114159.7478 | -74415.6208 | 308745.3189 | -383160.9398 |
Total P&L (%) | 216.9832 | 331.143 | -114.1597 | -74.4156 | 308.7453 | -383.1609 |
Avg Daily Profit (%) | 0.1341 | 0.2047 | -0.0706 | -0.0842 | 0.0871 | 0 |
Buy And Hold Return (%) | 23.1121 | 23.1121 | 23.1121 | 23.1121 | 23.1121 | 23.1121 |
Max Trade Drawdown | -254511 | -204430 | -178791 | -673977 | -445948 | -404159 |
Profit Factor | 1.1351 | 1.3273 | 0.8079 | 0.9697 | 1.2002 | 0.5811 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 281 | 158 | 123 | 281 | 158 | 123 |
Losing Trades | 223 | 94 | 129 | 223 | 94 | 129 |
Profitability (%) | 55.754 | 62.6984 | 48.8095 | 55.754 | 62.6984 | 48.8095 |
Ratio Avg Win / Avg Loss | 0.9008 | 0.7897 | 0.8473 | 0.7696 | 0.714 | 0.6094 |
Largest Winning Trade | 70673 | 70673 | 26836 | 275066 | 275066 | 67029 |
Largest Losing Trade | -57781 | -57781 | -40774 | -367756 | -367756 | -103984 |
Avg Bars in Trades | 37 | 61 | 13 | 37 | 61 | 13 |
Avg Bars in Winners | 28 | 37 | 16 | 28 | 37 | 16 |
Avg Bars in Losers | 49 | 102 | 10 | 49 | 102 | 10 |
Bars Traded | 18962 | 15546 | 3416 | 18962 | 15546 | 3416 |
Profit Streak | 0 | 539.7642 | 0 | 0 | 539.7642 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84203 | 346077 | -580200 | -577398 | -75558 | -580200 |
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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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