Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252505.4908 | 327405.8331 | -74900.3422 | -50261.8114 | 126013.7832 | -176275.5946 |
Total P&L (%) | 252.5055 | 327.4058 | -74.9003 | -50.2618 | 126.0138 | -176.2756 |
Avg Daily Profit (%) | 0.1561 | 0.2024 | -0.0463 | -0.0432 | 0.0504 | 0 |
Buy And Hold Return (%) | 25.8332 | 25.8332 | 25.8332 | 25.8332 | 25.8332 | 25.8332 |
Max Trade Drawdown | -122657 | -101521 | -226809 | -126521 | -73930 | -211458 |
Profit Factor | 1.1356 | 1.3468 | 0.9184 | 0.9658 | 1.1753 | 0.7659 |
Total Trades | 662 | 331 | 331 | 662 | 331 | 331 |
Winning Trades | 323 | 166 | 157 | 323 | 166 | 157 |
Losing Trades | 339 | 165 | 174 | 339 | 165 | 174 |
Profitability (%) | 48.7915 | 50.1511 | 47.432 | 48.7915 | 50.1511 | 47.432 |
Ratio Avg Win / Avg Loss | 1.1919 | 1.3387 | 1.0178 | 1.0137 | 1.1682 | 0.8488 |
Largest Winning Trade | 119350 | 119350 | 53607 | 52070 | 52070 | 27175 |
Largest Losing Trade | -35183 | -30202 | -35183 | -60451 | -28002 | -60451 |
Avg Bars in Trades | 28 | 24 | 33 | 28 | 24 | 33 |
Avg Bars in Winners | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 19080 | 8066 | 11014 | 19080 | 8066 | 11014 |
Profit Streak | 0 | 0 | 485.2912 | 0 | 0 | 485.2912 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60848 | 341403 | -578350 | -575845 | -153246 | -580017 |
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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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