Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423311.5768 | 480267.806 | -56956.2292 | 8218.3554 | 64827.7766 | -56609.4212 |
Total P&L (%) | 423.3116 | 480.2678 | -56.9562 | 8.2184 | 64.8278 | -56.6094 |
Avg Daily Profit (%) | 0.2276 | 0.2583 | -0.0306 | 0.0042 | 0.0269 | -0.0449 |
Buy And Hold Return (%) | 121.7541 | 121.7541 | 121.7541 | 121.7541 | 121.7541 | 121.7541 |
Max Trade Drawdown | -135129 | -105483 | -204958 | -108636 | -83772 | -139167 |
Profit Factor | 1.2762 | 1.6744 | 0.9306 | 1.0084 | 1.1428 | 0.892 |
Total Trades | 487 | 244 | 243 | 487 | 244 | 243 |
Winning Trades | 221 | 114 | 107 | 221 | 114 | 107 |
Losing Trades | 266 | 130 | 136 | 266 | 130 | 136 |
Profitability (%) | 45.3799 | 46.7213 | 44.0329 | 45.3799 | 46.7213 | 44.0329 |
Ratio Avg Win / Avg Loss | 1.5361 | 1.9094 | 1.1828 | 1.2137 | 1.3031 | 1.1338 |
Largest Winning Trade | 201064 | 201064 | 61406 | 46699 | 46699 | 45898 |
Largest Losing Trade | -31569 | -31569 | -28526 | -25056 | -25056 | -24494 |
Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Winners | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 22013 | 11019 | 10994 | 22013 | 11019 | 10994 |
Profit Streak | 0 | 0 | 5.8917 | 0 | 0 | 5.8917 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250836 | 304757 | -579068 | -563461 | -386802 | -579068 |
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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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