Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346743.8874 | 467609.9955 | -120866.1081 | -78726.8707 | 135846.4137 | -214573.2844 |
Total P&L (%) | 346.7439 | 467.61 | -120.8661 | -78.7269 | 135.8464 | -214.5733 |
Avg Daily Profit (%) | 0.1878 | 0.2533 | -0.0655 | -0.0838 | 0.0465 | 0 |
Buy And Hold Return (%) | 65.0379 | 65.0379 | 65.0379 | 65.0379 | 65.0379 | 65.0379 |
Max Trade Drawdown | -248507 | -186888 | -227995 | -208557 | -140612 | -263928 |
Profit Factor | 1.1641 | 1.4744 | 0.8928 | 0.9465 | 1.2123 | 0.7417 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Losing Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Profitability (%) | 44.2761 | 44.4444 | 44.1077 | 44.2761 | 44.4444 | 44.1077 |
Ratio Avg Win / Avg Loss | 1.4651 | 1.8429 | 1.1313 | 1.1912 | 1.5154 | 0.9398 |
Largest Winning Trade | 210900 | 210900 | 59534 | 75040 | 75040 | 54243 |
Largest Losing Trade | -37341 | -23045 | -37341 | -58554 | -31788 | -58554 |
Avg Bars in Trades | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Winners | 48 | 47 | 50 | 48 | 47 | 50 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 22005 | 10832 | 11173 | 22005 | 10832 | 11173 |
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 | -32725 | 330282 | -580405 | -578233 | -137618 | -582071 |
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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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