Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199735.0359 | 245708.8506 | -45973.8147 | -47247.7433 | 40827.6008 | -88075.3441 |
Total P&L (%) | 199.735 | 245.7089 | -45.9738 | -47.2477 | 40.8276 | -88.0753 |
Avg Daily Profit (%) | 0.1415 | 0.1741 | -0.0326 | -0.0453 | 0.0243 | -0.1506 |
Buy And Hold Return (%) | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 |
Max Trade Drawdown | -179094 | -147602 | -151119 | -150727 | -89547 | -146143 |
Profit Factor | 1.1227 | 1.307 | 0.9445 | 0.9564 | 1.0797 | 0.8458 |
Total Trades | 659 | 330 | 329 | 659 | 330 | 329 |
Winning Trades | 332 | 168 | 164 | 332 | 168 | 164 |
Losing Trades | 327 | 162 | 165 | 327 | 162 | 165 |
Profitability (%) | 50.3794 | 50.9091 | 49.848 | 50.3794 | 50.9091 | 49.848 |
Ratio Avg Win / Avg Loss | 1.1058 | 1.2603 | 0.9502 | 0.942 | 1.0411 | 0.8509 |
Largest Winning Trade | 126928 | 126928 | 50466 | 60271 | 60271 | 28291 |
Largest Losing Trade | -26314 | -24189 | -26314 | -36589 | -20047 | -36589 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 16737 | 8073 | 8663 | 16737 | 8073 | 8663 |
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 | -85942 | 327311 | -579394 | -577008 | -295081 | -579394 |
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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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