Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333980.7675 | 334006.379 | -25.6115 | 66268.57 | 321011.6843 | -254743.1142 |
Total P&L (%) | 333.9808 | 334.0064 | -0.0256 | 66.2686 | 321.0117 | -254.7431 |
Avg Daily Profit (%) | 0.1803 | 0.1803 | 0 | 0.0275 | 0.0776 | 0 |
Buy And Hold Return (%) | 31.2007 | 31.2007 | 31.2007 | 31.2007 | 31.2007 | 31.2007 |
Max Trade Drawdown | -112272 | -106360 | -99695 | -597637 | -361520 | -484931 |
Profit Factor | 1.1975 | 1.382 | 1 | 1.0116 | 1.1107 | 0.9099 |
Total Trades | 609 | 305 | 304 | 609 | 305 | 304 |
Winning Trades | 289 | 136 | 153 | 289 | 136 | 153 |
Losing Trades | 320 | 169 | 151 | 320 | 169 | 151 |
Profitability (%) | 47.4548 | 44.5902 | 50.3289 | 47.4548 | 44.5902 | 50.3289 |
Ratio Avg Win / Avg Loss | 1.3259 | 1.7173 | 0.9869 | 1.1201 | 1.3802 | 0.898 |
Largest Winning Trade | 129861 | 129861 | 42323 | 189615 | 189615 | 179164 |
Largest Losing Trade | -36844 | -36844 | -29521 | -135654 | -92567 | -135654 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 11046 | 6330 | 4716 | 11046 | 6330 | 4716 |
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 | 237929 | 301051 | -579423 | -367593 | -188845 | -579423 |
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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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