Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381789.715 | 444226.2512 | -62436.5362 | -48161.3448 | 114992.5312 | -163153.876 |
Total P&L (%) | 381.7897 | 444.2263 | -62.4365 | -48.1613 | 114.9925 | -163.1539 |
Avg Daily Profit (%) | 0.1833 | 0.2133 | -0.03 | -0.0315 | 0.0368 | 0 |
Buy And Hold Return (%) | 18.6792 | 18.6792 | 18.6792 | 18.6792 | 18.6792 | 18.6792 |
Max Trade Drawdown | -182402 | -114718 | -357418 | -259505 | -213199 | -378501 |
Profit Factor | 1.14 | 1.3545 | 0.9576 | 0.9842 | 1.0789 | 0.8969 |
Total Trades | 984 | 492 | 492 | 984 | 492 | 492 |
Winning Trades | 467 | 227 | 240 | 467 | 227 | 240 |
Losing Trades | 517 | 265 | 252 | 517 | 265 | 252 |
Profitability (%) | 47.4594 | 46.1382 | 48.7805 | 47.4594 | 46.1382 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.2621 | 1.5812 | 1.0055 | 1.0895 | 1.2596 | 0.9417 |
Largest Winning Trade | 129090 | 129090 | 60836 | 81171 | 81171 | 79970 |
Largest Losing Trade | -52982 | -21518 | -52982 | -54161 | -42374 | -54161 |
Avg Bars in Trades | 25 | 24 | 25 | 25 | 24 | 25 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 24795 | 12246 | 12549 | 24795 | 12246 | 12549 |
Profit Streak | 0 | 0 | 10.546 | 0 | 0 | 10.546 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54194 | 361944 | -576641 | -574265 | -277260 | -578308 |
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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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