Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377828.4655 | 459472.3343 | -81643.8689 | -66243.5353 | 392427.657 | -458671.1923 |
Total P&L (%) | 377.8285 | 459.4723 | -81.6439 | -66.2435 | 392.4277 | -458.6712 |
Avg Daily Profit (%) | 0.1734 | 0.2109 | -0.0375 | -0.0498 | 0.0732 | 0 |
Buy And Hold Return (%) | 88.7755 | 88.7755 | 88.7755 | 88.7755 | 88.7755 | 88.7755 |
Max Trade Drawdown | -177146 | -128845 | -241643 | -415675 | -236614 | -510179 |
Profit Factor | 1.173 | 1.515 | 0.9368 | 0.9791 | 1.3122 | 0.7593 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 271 | 139 | 132 | 271 | 139 | 132 |
Losing Trades | 231 | 112 | 119 | 231 | 112 | 119 |
Profitability (%) | 53.9841 | 55.3785 | 52.5896 | 53.9841 | 55.3785 | 52.5896 |
Ratio Avg Win / Avg Loss | 0.9999 | 1.2208 | 0.8445 | 0.8345 | 1.0573 | 0.6845 |
Largest Winning Trade | 104932 | 104932 | 54565 | 127967 | 127967 | 56945 |
Largest Losing Trade | -66753 | -32623 | -66753 | -124470 | -86149 | -124470 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6498 | 3254 | 3244 | 6498 | 3254 | 3244 |
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 | -23031 | 346623 | -579406 | -577360 | -95179 | -579406 |
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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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