Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216095.5784 | 232546.5773 | -16450.9989 | -2507.3122 | 178230.39 | -180737.7022 |
Total P&L (%) | 216.0956 | 232.5466 | -16.451 | -2.5073 | 178.2304 | -180.7377 |
Avg Daily Profit (%) | 0.1531 | 0.1648 | -0.0117 | -0.0018 | 0.0725 | 0 |
Buy And Hold Return (%) | 10.3045 | 10.3045 | 10.3045 | 10.3045 | 10.3045 | 10.3045 |
Max Trade Drawdown | -108079 | -102009 | -140592 | -177749 | -139836 | -229607 |
Profit Factor | 1.1129 | 1.2632 | 0.984 | 0.9989 | 1.1667 | 0.8613 |
Total Trades | 853 | 427 | 426 | 853 | 427 | 426 |
Winning Trades | 448 | 229 | 219 | 448 | 229 | 219 |
Losing Trades | 405 | 198 | 207 | 405 | 198 | 207 |
Profitability (%) | 52.5205 | 53.63 | 51.4085 | 52.5205 | 53.63 | 51.4085 |
Ratio Avg Win / Avg Loss | 1.0061 | 1.0922 | 0.9301 | 0.9031 | 1.0088 | 0.8141 |
Largest Winning Trade | 71931 | 71931 | 48300 | 91008 | 91008 | 50821 |
Largest Losing Trade | -25113 | -25113 | -22699 | -40689 | -35145 | -40689 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 16806 | 8223 | 8583 | 16806 | 8223 | 8583 |
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 | -83618 | 345717 | -578646 | -575301 | -130799 | -578646 |
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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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