Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433583.8416 | 458661.4133 | -25077.5716 | -5437.8315 | 181124.0698 | -186561.9012 |
Total P&L (%) | 433.5838 | 458.6614 | -25.0776 | -5.4378 | 181.1241 | -186.5619 |
Avg Daily Profit (%) | 0.2081 | 0.2202 | -0.012 | -0.0027 | 0.0496 | 0 |
Buy And Hold Return (%) | 29.4665 | 29.4665 | 29.4665 | 29.4665 | 29.4665 | 29.4665 |
Max Trade Drawdown | -173690 | -86615 | -105909 | -899389 | -401371 | -544337 |
Profit Factor | 1.4107 | 1.9345 | 0.9556 | 0.9985 | 1.1108 | 0.9068 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 161 | 73 | 88 | 161 | 73 | 88 |
Losing Trades | 211 | 113 | 98 | 211 | 113 | 98 |
Profitability (%) | 43.2796 | 39.2473 | 47.3118 | 43.2796 | 39.2473 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.8489 | 2.9945 | 1.0642 | 1.3086 | 1.7194 | 1.0099 |
Largest Winning Trade | 444317 | 444317 | 52003 | 381042 | 381042 | 160178 |
Largest Losing Trade | -41779 | -25373 | -41779 | -259584 | -86362 | -259584 |
Avg Bars in Trades | 66 | 53 | 79 | 66 | 53 | 79 |
Avg Bars in Winners | 99 | 81 | 114 | 99 | 81 | 114 |
Avg Bars in Losers | 41 | 35 | 48 | 41 | 35 | 48 |
Bars Traded | 24760 | 9952 | 14808 | 24760 | 9952 | 14808 |
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 | 320165 | 277346 | -579738 | -579780 | -228542 | -579738 |
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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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