Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352819.0295 | 377166.2953 | -24347.2658 | 16991.2191 | 200637.2561 | -183646.037 |
Total P&L (%) | 352.819 | 377.1663 | -24.3473 | 16.9912 | 200.6373 | -183.646 |
Avg Daily Profit (%) | 0.1694 | 0.181 | -0.0117 | 0.0075 | 0.0528 | 0 |
Buy And Hold Return (%) | 58.1666 | 58.1666 | 58.1666 | 58.1666 | 58.1666 | 58.1666 |
Max Trade Drawdown | -170369 | -90578 | -121413 | -1108921 | -687506 | -668783 |
Profit Factor | 1.217 | 1.4462 | 0.9688 | 1.0022 | 1.0489 | 0.9504 |
Total Trades | 797 | 398 | 399 | 797 | 398 | 399 |
Winning Trades | 365 | 178 | 187 | 365 | 178 | 187 |
Losing Trades | 432 | 220 | 212 | 432 | 220 | 212 |
Profitability (%) | 45.7967 | 44.7236 | 46.8672 | 45.7967 | 44.7236 | 46.8672 |
Ratio Avg Win / Avg Loss | 1.4404 | 1.7874 | 1.0983 | 1.1861 | 1.2964 | 1.0774 |
Largest Winning Trade | 178241 | 178241 | 38361 | 665443 | 665443 | 160181 |
Largest Losing Trade | -23176 | -15132 | -23176 | -215550 | -128043 | -215550 |
Avg Bars in Trades | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Winners | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 24880 | 10728 | 14152 | 24880 | 10728 | 14152 |
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 | 318276 | 322353 | -578799 | -564143 | -292028 | -578799 |
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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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