Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733556.4334 | 820735.4751 | -87179.0416 | -64828.9013 | 208103.2278 | -272932.1291 |
Total P&L (%) | 733.5564 | 820.7355 | -87.179 | -64.8289 | 208.1032 | -272.9321 |
Avg Daily Profit (%) | 0.3521 | 0.394 | -0.0418 | -0.0501 | 0.054 | 0 |
Buy And Hold Return (%) | 77.842 | 77.842 | 77.842 | 77.842 | 77.842 | 77.842 |
Max Trade Drawdown | -196506 | -182537 | -251321 | -537980 | -307362 | -349274 |
Profit Factor | 1.4123 | 1.9108 | 0.9007 | 0.9642 | 1.2282 | 0.6964 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 172 | 82 | 90 | 172 | 82 | 90 |
Losing Trades | 206 | 107 | 99 | 206 | 107 | 99 |
Profitability (%) | 45.5026 | 43.3862 | 47.619 | 45.5026 | 43.3862 | 47.619 |
Ratio Avg Win / Avg Loss | 1.6915 | 2.4933 | 0.9908 | 1.1548 | 1.6026 | 0.7661 |
Largest Winning Trade | 553370 | 553370 | 46080 | 423004 | 423004 | 66330 |
Largest Losing Trade | -40196 | -37388 | -40196 | -210331 | -116997 | -210331 |
Avg Bars in Trades | 65 | 69 | 60 | 65 | 69 | 60 |
Avg Bars in Winners | 85 | 96 | 74 | 85 | 96 | 74 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 24667 | 13211 | 11456 | 24667 | 13211 | 11456 |
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 | 412070 | 402681 | -581269 | -578884 | -125553 | -581269 |
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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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