Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601021.2882 | 662299.7637 | -61278.4755 | -45442.2831 | 83969.6479 | -129411.931 |
Total P&L (%) | 601.0213 | 662.2998 | -61.2785 | -45.4423 | 83.9696 | -129.4119 |
Avg Daily Profit (%) | 0.2885 | 0.3179 | -0.0294 | -0.0291 | 0.0293 | 0 |
Buy And Hold Return (%) | 29.078 | 29.078 | 29.078 | 29.078 | 29.078 | 29.078 |
Max Trade Drawdown | -233104 | -168746 | -319340 | -207183 | -125538 | -262361 |
Profit Factor | 1.3333 | 1.742 | 0.9327 | 0.9614 | 1.1488 | 0.7892 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 196 | 88 | 108 | 196 | 88 | 108 |
Losing Trades | 263 | 142 | 121 | 263 | 142 | 121 |
Profitability (%) | 42.7015 | 38.2609 | 47.1616 | 42.7015 | 38.2609 | 47.1616 |
Ratio Avg Win / Avg Loss | 1.789 | 2.811 | 1.045 | 1.2901 | 1.8538 | 0.8842 |
Largest Winning Trade | 334341 | 334341 | 43003 | 90745 | 90745 | 42572 |
Largest Losing Trade | -44040 | -44040 | -43333 | -36815 | -28902 | -36815 |
Avg Bars in Trades | 53 | 56 | 51 | 53 | 56 | 51 |
Avg Bars in Winners | 77 | 85 | 71 | 77 | 85 | 71 |
Avg Bars in Losers | 35 | 38 | 33 | 35 | 38 | 33 |
Bars Traded | 24684 | 12968 | 11716 | 24684 | 12968 | 11716 |
Profit Streak | 0 | 0 | 24.0867 | 0 | 0 | 24.0867 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351110 | 303514 | -579027 | -579550 | -216604 | -580694 |
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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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