Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527066.7011 | 564416.6064 | -37349.9053 | 8654.3349 | 388646.1802 | -379991.8452 |
Total P&L (%) | 527.0667 | 564.4166 | -37.3499 | 8.6543 | 388.6462 | -379.9918 |
Avg Daily Profit (%) | 0.253 | 0.2709 | -0.0179 | 0.004 | 0.0762 | 0 |
Buy And Hold Return (%) | 97.6967 | 97.6967 | 97.6967 | 97.6967 | 97.6967 | 97.6967 |
Max Trade Drawdown | -193614 | -136351 | -223052 | -1434706 | -1156175 | -974739 |
Profit Factor | 1.2418 | 1.4995 | 0.9644 | 1.0007 | 1.059 | 0.9331 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 250 | 123 | 127 | 250 | 123 | 127 |
Losing Trades | 324 | 164 | 160 | 324 | 164 | 160 |
Profitability (%) | 43.554 | 42.8571 | 44.2509 | 43.554 | 42.8571 | 44.2509 |
Ratio Avg Win / Avg Loss | 1.6093 | 1.9994 | 1.215 | 1.2969 | 1.412 | 1.1756 |
Largest Winning Trade | 176144 | 176144 | 55597 | 483931 | 483931 | 233529 |
Largest Losing Trade | -33942 | -33942 | -32711 | -327308 | -327308 | -224131 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 58 | 64 | 53 | 58 | 64 | 53 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 24799 | 13225 | 11575 | 24799 | 13225 | 11575 |
Profit Streak | 6.4813 | 0 | 7.648 | 6.4813 | 0 | 7.648 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339927 | 302790 | -579723 | -571841 | -250957 | -579723 |
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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) |
---|