Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422592.6951 | 475538.2757 | -52945.5806 | 21114.6137 | 157081.1153 | -135966.5016 |
Total P&L (%) | 422.5927 | 475.5383 | -52.9456 | 21.1146 | 157.0811 | -135.9665 |
Avg Daily Profit (%) | 0.2612 | 0.2939 | -0.0327 | 0.0118 | 0.0584 | 0 |
Buy And Hold Return (%) | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 |
Max Trade Drawdown | -140922 | -106389 | -211387 | -193908 | -104465 | -174354 |
Profit Factor | 1.3073 | 1.6957 | 0.9235 | 1.015 | 1.2189 | 0.8032 |
Total Trades | 499 | 250 | 249 | 499 | 250 | 249 |
Winning Trades | 208 | 106 | 102 | 208 | 106 | 102 |
Losing Trades | 291 | 144 | 147 | 291 | 144 | 147 |
Profitability (%) | 41.6834 | 42.4 | 40.9639 | 41.6834 | 42.4 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.8289 | 2.3035 | 1.3309 | 1.42 | 1.6559 | 1.1576 |
Largest Winning Trade | 235975 | 235975 | 54636 | 67764 | 67764 | 34577 |
Largest Losing Trade | -52746 | -24071 | -52746 | -38608 | -29547 | -38608 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 55 | 52 | 59 | 55 | 52 | 59 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 18974 | 9366 | 9608 | 18974 | 9366 | 9608 |
Profit Streak | 0 | 0 | 487.7703 | 0 | 0 | 487.7703 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315246 | 339605 | -581293 | -547460 | -117116 | -581293 |
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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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