Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519224.6841 | 655513.3681 | -136288.684 | -82614.7664 | 73312.9829 | -155927.7493 |
Total P&L (%) | 519.2247 | 655.5134 | -136.2887 | -82.6148 | 73.313 | -155.9277 |
Avg Daily Profit (%) | 0.2493 | 0.3147 | -0.0654 | -0.084 | 0.0264 | 0 |
Buy And Hold Return (%) | 94.7977 | 94.7977 | 94.7977 | 94.7977 | 94.7977 | 94.7977 |
Max Trade Drawdown | -257565 | -167548 | -246161 | -672195 | -571364 | -460965 |
Profit Factor | 1.2084 | 1.4937 | 0.8829 | 0.9845 | 1.0246 | 0.9332 |
Total Trades | 765 | 382 | 383 | 765 | 382 | 383 |
Winning Trades | 311 | 140 | 171 | 311 | 140 | 171 |
Losing Trades | 454 | 242 | 212 | 454 | 242 | 212 |
Profitability (%) | 40.6536 | 36.6492 | 44.6475 | 40.6536 | 36.6492 | 44.6475 |
Ratio Avg Win / Avg Loss | 1.764 | 2.582 | 1.0946 | 1.4371 | 1.7711 | 1.157 |
Largest Winning Trade | 438471 | 438471 | 65903 | 322965 | 322965 | 116906 |
Largest Losing Trade | -32848 | -21642 | -32848 | -68700 | -68700 | -59357 |
Avg Bars in Trades | 32 | 35 | 29 | 32 | 35 | 29 |
Avg Bars in Winners | 46 | 55 | 39 | 46 | 55 | 39 |
Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
Bars Traded | 24821 | 13571 | 11249 | 24821 | 13571 | 11249 |
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 | 303841 | 273229 | -579468 | -578750 | -519500 | -579468 |
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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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