Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859689.0863 | 901598.6747 | -41909.5885 | 270167.0884 | 320564.2505 | -50397.1621 |
Total P&L (%) | 859.6891 | 901.5987 | -41.9096 | 270.1671 | 320.5643 | -50.3972 |
Avg Daily Profit (%) | 0.3435 | 0.3602 | -0.0167 | 0.0523 | 0.0574 | -0.028 |
Buy And Hold Return (%) | 366.4349 | 366.4349 | 366.4349 | 366.4349 | 366.4349 | 366.4349 |
Max Trade Drawdown | -168495 | -151959 | -94329 | -1874453 | -1309537 | -894727 |
Profit Factor | 1.7264 | 2.5516 | 0.9304 | 1.0488 | 1.1154 | 0.9817 |
Total Trades | 443 | 222 | 221 | 443 | 222 | 221 |
Winning Trades | 187 | 95 | 92 | 187 | 95 | 92 |
Losing Trades | 256 | 127 | 129 | 256 | 127 | 129 |
Profitability (%) | 42.2122 | 42.7928 | 41.629 | 42.2122 | 42.7928 | 41.629 |
Ratio Avg Win / Avg Loss | 2.3634 | 3.4111 | 1.3046 | 1.4357 | 1.4911 | 1.3766 |
Largest Winning Trade | 582901 | 582901 | 51757 | 1012541 | 1012541 | 540214 |
Largest Losing Trade | -30433 | -20469 | -30433 | -283135 | -283135 | -258851 |
Avg Bars in Trades | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Winners | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 9662 | 4272 | 5390 | 9662 | 4272 | 5390 |
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 | 270698 | 307233 | -581487 | -456155 | -377591 | -581487 |
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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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