Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200326.084 | 293691.8036 | -93365.7195 | -74726.8236 | 103243.5847 | -177970.4083 |
Total P&L (%) | 200.3261 | 293.6918 | -93.3657 | -74.7268 | 103.2436 | -177.9704 |
Avg Daily Profit (%) | 0.1238 | 0.1815 | -0.0577 | -0.085 | 0.0438 | 0 |
Buy And Hold Return (%) | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 |
Max Trade Drawdown | -179802 | -129278 | -234121 | -181805 | -180909 | -253067 |
Profit Factor | 1.0946 | 1.2759 | 0.9114 | 0.9633 | 1.1014 | 0.8255 |
Total Trades | 739 | 370 | 369 | 739 | 370 | 369 |
Winning Trades | 316 | 170 | 146 | 316 | 170 | 146 |
Losing Trades | 423 | 200 | 223 | 423 | 200 | 223 |
Profitability (%) | 42.7605 | 45.9459 | 39.5664 | 42.7605 | 45.9459 | 39.5664 |
Ratio Avg Win / Avg Loss | 1.4652 | 1.5011 | 1.392 | 1.2895 | 1.2958 | 1.2608 |
Largest Winning Trade | 108591 | 108591 | 52504 | 52799 | 52799 | 43751 |
Largest Losing Trade | -29498 | -23774 | -29498 | -39727 | -33867 | -39727 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 19288 | 10371 | 8917 | 19288 | 10371 | 8917 |
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 | -142872 | 309268 | -581517 | -577788 | -245058 | -581517 |
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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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