Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340335.603 | 352373.6809 | -12038.0779 | 57827.9291 | 157128.2583 | -99300.3292 |
Total P&L (%) | 340.3356 | 352.3737 | -12.0381 | 57.8279 | 157.1283 | -99.3003 |
Avg Daily Profit (%) | 0.2411 | 0.2497 | -0.0085 | 0.0323 | 0.0669 | -0.351 |
Buy And Hold Return (%) | 70.4147 | 70.4147 | 70.4147 | 70.4147 | 70.4147 | 70.4147 |
Max Trade Drawdown | -104072 | -110169 | -122187 | -208905 | -137804 | -138283 |
Profit Factor | 1.2603 | 1.5311 | 0.9813 | 1.0378 | 1.1996 | 0.8665 |
Total Trades | 527 | 264 | 263 | 527 | 264 | 263 |
Winning Trades | 261 | 128 | 133 | 261 | 128 | 133 |
Losing Trades | 266 | 136 | 130 | 266 | 136 | 130 |
Profitability (%) | 49.5256 | 48.4848 | 50.5703 | 49.5256 | 48.4848 | 50.5703 |
Ratio Avg Win / Avg Loss | 1.2845 | 1.6268 | 0.9592 | 1.0577 | 1.2745 | 0.8469 |
Largest Winning Trade | 159961 | 159961 | 50973 | 178293 | 178293 | 40455 |
Largest Losing Trade | -25581 | -25581 | -22673 | -40146 | -36104 | -40146 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 40 | 37 | 42 | 40 | 37 | 42 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 16513 | 7934 | 8579 | 16513 | 7934 | 8579 |
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 | 320473 | 344106 | -579883 | -491874 | -109684 | -579883 |
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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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