Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537555.7397 | 586331.7666 | -48776.0269 | -58482.4342 | 319806.0145 | -378288.4487 |
Total P&L (%) | 537.5557 | 586.3318 | -48.776 | -58.4824 | 319.806 | -378.2884 |
Avg Daily Profit (%) | 0.2777 | 0.3029 | -0.0252 | -0.0454 | 0.0741 | 0 |
Buy And Hold Return (%) | 13.9143 | 13.9143 | 13.9143 | 13.9143 | 13.9143 | 13.9143 |
Max Trade Drawdown | -277984 | -237404 | -112196 | -952272 | -893986 | -470219 |
Profit Factor | 1.3328 | 1.5654 | 0.9157 | 0.9844 | 1.1421 | 0.7465 |
Total Trades | 581 | 290 | 291 | 581 | 290 | 291 |
Winning Trades | 231 | 99 | 132 | 231 | 99 | 132 |
Losing Trades | 350 | 191 | 159 | 350 | 191 | 159 |
Profitability (%) | 39.759 | 34.1379 | 45.3608 | 39.759 | 34.1379 | 45.3608 |
Ratio Avg Win / Avg Loss | 2.0193 | 3.0201 | 1.103 | 1.4915 | 2.2034 | 0.8991 |
Largest Winning Trade | 376408 | 376408 | 26511 | 782053 | 782053 | 79670 |
Largest Losing Trade | -32949 | -31801 | -32949 | -174130 | -174130 | -151430 |
Avg Bars in Trades | 13 | 23 | 3 | 13 | 23 | 3 |
Avg Bars in Winners | 17 | 36 | 3 | 17 | 36 | 3 |
Avg Bars in Losers | 10 | 16 | 3 | 10 | 16 | 3 |
Bars Traded | 7687 | 6720 | 967 | 7687 | 6720 | 967 |
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 | 339411 | 244973 | -579671 | -579780 | -162030 | -581337 |
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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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