Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538455.5358 | 581130.5824 | -42675.0465 | 45131.0438 | 210469.207 | -165338.1632 |
Total P&L (%) | 538.4555 | 581.1306 | -42.675 | 45.131 | 210.4692 | -165.3382 |
Avg Daily Profit (%) | 0.5169 | 0.5579 | -0.041 | 0.0358 | 0.1088 | 0 |
Buy And Hold Return (%) | 250.1064 | 250.1064 | 250.1064 | 250.1064 | 250.1064 | 250.1064 |
Max Trade Drawdown | -147830 | -105347 | -67673 | -643243 | -463226 | -208753 |
Profit Factor | 1.7066 | 2.0942 | 0.8152 | 1.0253 | 1.1686 | 0.6891 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 195 | 85 | 110 | 195 | 85 | 110 |
Losing Trades | 233 | 129 | 104 | 233 | 129 | 104 |
Profitability (%) | 45.5607 | 39.7196 | 51.4019 | 45.5607 | 39.7196 | 51.4019 |
Ratio Avg Win / Avg Loss | 2.0392 | 3.1783 | 0.7707 | 1.2252 | 1.7735 | 0.6515 |
Largest Winning Trade | 574795 | 574795 | 8166 | 646250 | 646250 | 29693 |
Largest Losing Trade | -22962 | -22962 | -11707 | -66064 | -66064 | -28773 |
Avg Bars in Trades | 57 | 104 | 11 | 57 | 104 | 11 |
Avg Bars in Winners | 74 | 156 | 10 | 74 | 156 | 10 |
Avg Bars in Losers | 44 | 70 | 11 | 44 | 70 | 11 |
Bars Traded | 24777 | 22382 | 2395 | 24777 | 22382 | 2395 |
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 | 310379 | 248877 | -579753 | -503032 | -250916 | -579753 |
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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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