Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229177.3996 | 368895.143 | -139717.7435 | -77442.3447 | 202582.3775 | -280024.7222 |
Total P&L (%) | 229.1774 | 368.8951 | -139.7177 | -77.4423 | 202.5824 | -280.0247 |
Avg Daily Profit (%) | 0.1416 | 0.228 | -0.0864 | -0.092 | 0.0685 | 0 |
Buy And Hold Return (%) | 23.3945 | 23.3945 | 23.3945 | 23.3945 | 23.3945 | 23.3945 |
Max Trade Drawdown | -156194 | -102482 | -250584 | -260138 | -86708 | -306637 |
Profit Factor | 1.1217 | 1.4031 | 0.8557 | 0.9544 | 1.2505 | 0.6846 |
Total Trades | 689 | 345 | 344 | 689 | 345 | 344 |
Winning Trades | 310 | 158 | 152 | 310 | 158 | 152 |
Losing Trades | 379 | 187 | 192 | 379 | 187 | 192 |
Profitability (%) | 44.9927 | 45.7971 | 44.186 | 44.9927 | 45.7971 | 44.186 |
Ratio Avg Win / Avg Loss | 1.3714 | 1.6607 | 1.0809 | 1.1668 | 1.48 | 0.8647 |
Largest Winning Trade | 145421 | 145421 | 55334 | 120968 | 120968 | 33829 |
Largest Losing Trade | -41209 | -23609 | -41209 | -48360 | -42044 | -48360 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 19080 | 9655 | 9425 | 19080 | 9655 | 9425 |
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 | -88688 | 344776 | -579851 | -577181 | -101862 | -581518 |
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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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