Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380422.1717 | 687242.3234 | -306820.1517 | -99131.417 | 280460.2383 | -379591.6553 |
Total P&L (%) | 380.4222 | 687.2423 | -306.8202 | -99.1314 | 280.4602 | -379.5917 |
Avg Daily Profit (%) | 0.1711 | 0.3092 | -0.138 | -0.2133 | 0.0601 | 0 |
Buy And Hold Return (%) | 277.1893 | 277.1893 | 277.1893 | 277.1893 | 277.1893 | 277.1893 |
Max Trade Drawdown | -395068 | -228557 | -393290 | -453444 | -174924 | -444339 |
Profit Factor | 1.1875 | 1.7259 | 0.7166 | 0.9285 | 1.4524 | 0.5051 |
Total Trades | 478 | 239 | 239 | 478 | 239 | 239 |
Winning Trades | 226 | 114 | 112 | 226 | 114 | 112 |
Losing Trades | 252 | 125 | 127 | 252 | 125 | 127 |
Profitability (%) | 47.2803 | 47.6987 | 46.8619 | 47.2803 | 47.6987 | 46.8619 |
Ratio Avg Win / Avg Loss | 1.3241 | 1.8924 | 0.8125 | 1.0354 | 1.5925 | 0.5728 |
Largest Winning Trade | 697012 | 697012 | 49319 | 211565 | 211565 | 74122 |
Largest Losing Trade | -49688 | -40187 | -49688 | -105320 | -74763 | -105320 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 8862 | 4476 | 4386 | 8862 | 4476 | 4386 |
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 | -55129 | 310552 | -581025 | -577393 | -272539 | -581025 |
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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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