Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255869.5698 | 327064.3218 | -71194.752 | -47293.8602 | 103601.3558 | -150895.2161 |
Total P&L (%) | 255.8696 | 327.0643 | -71.1948 | -47.2939 | 103.6014 | -150.8952 |
Avg Daily Profit (%) | 0.1581 | 0.2021 | -0.044 | -0.0396 | 0.044 | 0 |
Buy And Hold Return (%) | 25.7009 | 25.7009 | 25.7009 | 25.7009 | 25.7009 | 25.7009 |
Max Trade Drawdown | -139700 | -102755 | -217444 | -140793 | -88562 | -201739 |
Profit Factor | 1.1393 | 1.3536 | 0.922 | 0.968 | 1.1404 | 0.7966 |
Total Trades | 644 | 322 | 322 | 644 | 322 | 322 |
Winning Trades | 306 | 157 | 149 | 306 | 157 | 149 |
Losing Trades | 338 | 165 | 173 | 338 | 165 | 173 |
Profitability (%) | 47.5155 | 48.7578 | 46.2733 | 47.5155 | 48.7578 | 46.2733 |
Ratio Avg Win / Avg Loss | 1.2584 | 1.4226 | 1.0705 | 1.0693 | 1.1985 | 0.9249 |
Largest Winning Trade | 119350 | 119350 | 53607 | 50320 | 50320 | 29330 |
Largest Losing Trade | -34739 | -30202 | -34739 | -44455 | -31943 | -44455 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 35 | 29 | 42 | 35 | 29 | 42 |
Avg Bars in Losers | 24 | 20 | 26 | 24 | 20 | 26 |
Bars Traded | 19074 | 8072 | 11002 | 19074 | 8072 | 11002 |
Profit Streak | 0 | 0 | 492.2225 | 0 | 0 | 492.2225 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57385 | 323065 | -578471 | -576435 | -201551 | -580138 |
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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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