Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271721.1858 | 394525.8087 | -122804.6228 | -69929.1919 | 27015.1943 | -96944.3863 |
Total P&L (%) | 271.7212 | 394.5258 | -122.8046 | -69.9292 | 27.0152 | -96.9444 |
Avg Daily Profit (%) | 0.1679 | 0.2438 | -0.0759 | -0.0742 | 0.0148 | -0.2154 |
Buy And Hold Return (%) | 21.527 | 21.527 | 21.527 | 21.527 | 21.527 | 21.527 |
Max Trade Drawdown | -163640 | -88881 | -279597 | -169417 | -93904 | -143666 |
Profit Factor | 1.163 | 1.5124 | 0.8631 | 0.9196 | 1.0644 | 0.7849 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 254 | 125 | 129 | 254 | 125 | 129 |
Losing Trades | 350 | 177 | 173 | 350 | 177 | 173 |
Profitability (%) | 42.053 | 41.3907 | 42.7152 | 42.053 | 41.3907 | 42.7152 |
Ratio Avg Win / Avg Loss | 1.6025 | 2.1415 | 1.1575 | 1.2672 | 1.5072 | 1.0526 |
Largest Winning Trade | 172845 | 172845 | 67324 | 48490 | 48490 | 26914 |
Largest Losing Trade | -62093 | -20400 | -62093 | -26866 | -26866 | -17963 |
Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Winners | 43 | 40 | 45 | 43 | 40 | 45 |
Avg Bars in Losers | 22 | 17 | 28 | 22 | 17 | 28 |
Bars Traded | 19083 | 8222 | 10861 | 19083 | 8222 | 10861 |
Profit Streak | 0 | 0 | 490.2012 | 0 | 0 | 490.2012 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32716 | 303919 | -580336 | -579046 | -410153 | -580336 |
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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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