Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236575.9539 | 385100.787 | -148524.8331 | -92957.3563 | 513243.6642 | -606201.0205 |
Total P&L (%) | 236.576 | 385.1008 | -148.5248 | -92.9574 | 513.2437 | -606.201 |
Avg Daily Profit (%) | 0.1277 | 0.2078 | -0.0802 | -0.1431 | 0.0979 | 0 |
Buy And Hold Return (%) | 58.9136 | 58.9136 | 58.9136 | 58.9136 | 58.9136 | 58.9136 |
Max Trade Drawdown | -217363 | -104863 | -315699 | -594842 | -86111 | -759144 |
Profit Factor | 1.0842 | 1.3096 | 0.9052 | 0.9613 | 1.5806 | 0.6 |
Total Trades | 667 | 333 | 334 | 667 | 333 | 334 |
Winning Trades | 323 | 155 | 168 | 323 | 155 | 168 |
Losing Trades | 344 | 178 | 166 | 344 | 178 | 166 |
Profitability (%) | 48.4258 | 46.5465 | 50.2994 | 48.4258 | 46.5465 | 50.2994 |
Ratio Avg Win / Avg Loss | 1.1546 | 1.5039 | 0.8945 | 1.0238 | 1.8152 | 0.5929 |
Largest Winning Trade | 57584 | 57584 | 47466 | 130490 | 130490 | 69011 |
Largest Losing Trade | -44430 | -38162 | -44430 | -225749 | -65663 | -225749 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 6 | 5 | 5 | 6 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3701 | 1873 | 1829 | 3701 | 1873 | 1829 |
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 | -149596 | 315103 | -579270 | -575961 | -58798 | -579270 |
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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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