Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247344.5651 | 299896.2529 | -52551.6877 | -46279.7358 | 338617.7887 | -384897.5245 |
Total P&L (%) | 247.3446 | 299.8963 | -52.5517 | -46.2797 | 338.6178 | -384.8975 |
Avg Daily Profit (%) | 0.1336 | 0.162 | -0.0284 | -0.0336 | 0.0799 | 0 |
Buy And Hold Return (%) | 26.7717 | 26.7717 | 26.7717 | 26.7717 | 26.7717 | 26.7717 |
Max Trade Drawdown | -140448 | -131562 | -116815 | -651301 | -312304 | -477130 |
Profit Factor | 1.1738 | 1.4303 | 0.9276 | 0.9861 | 1.22 | 0.786 |
Total Trades | 586 | 293 | 293 | 586 | 293 | 293 |
Winning Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Losing Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Profitability (%) | 45.5631 | 45.7338 | 45.3925 | 45.5631 | 45.7338 | 45.3925 |
Ratio Avg Win / Avg Loss | 1.4025 | 1.6971 | 1.1159 | 1.1782 | 1.4477 | 0.9455 |
Largest Winning Trade | 256554 | 256554 | 43380 | 319809 | 319809 | 100735 |
Largest Losing Trade | -25455 | -25455 | -20647 | -98416 | -78173 | -98416 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 22052 | 10186 | 11866 | 22052 | 10186 | 11866 |
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 | -42593 | 309787 | -579926 | -577775 | -87353 | -581592 |
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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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