Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333583.1669 | 388002.1081 | -54418.9412 | -92887.6253 | -34654.5018 | -58233.1234 |
Total P&L (%) | 333.5832 | 388.0021 | -54.4189 | -92.8876 | -34.6545 | -58.2331 |
Avg Daily Profit (%) | 0.1757 | 0.2044 | -0.0287 | -0.1391 | -0.0224 | -0.046 |
Buy And Hold Return (%) | 23.677 | 23.677 | 23.677 | 23.677 | 23.677 | 23.677 |
Max Trade Drawdown | -274819 | -163412 | -189671 | -1019078 | -896222 | -550549 |
Profit Factor | 1.1523 | 1.3711 | 0.9525 | 0.9785 | 0.9855 | 0.9698 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 367 | 186 | 181 | 367 | 186 | 181 |
Losing Trades | 249 | 122 | 127 | 249 | 122 | 127 |
Profitability (%) | 59.5779 | 60.3896 | 58.7662 | 59.5779 | 60.3896 | 58.7662 |
Ratio Avg Win / Avg Loss | 0.7818 | 0.8993 | 0.6683 | 0.6639 | 0.6464 | 0.6805 |
Largest Winning Trade | 50074 | 50074 | 38000 | 176194 | 176194 | 146075 |
Largest Losing Trade | -93086 | -48222 | -93086 | -480581 | -480581 | -475957 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5692 | 2874 | 2818 | 5692 | 2874 | 2818 |
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 | -42530 | 330823 | -578308 | -576040 | -578098 | -578308 |
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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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