Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308130.4637 | 330494.5304 | -22364.0667 | -1361.965 | 164043.2265 | -165405.1915 |
Total P&L (%) | 308.1305 | 330.4945 | -22.3641 | -1.362 | 164.0432 | -165.4052 |
Avg Daily Profit (%) | 0.148 | 0.1587 | -0.0107 | -0.0007 | 0.0466 | 0 |
Buy And Hold Return (%) | 58.1536 | 58.1536 | 58.1536 | 58.1536 | 58.1536 | 58.1536 |
Max Trade Drawdown | -151868 | -95409 | -135242 | -390898 | -278601 | -280067 |
Profit Factor | 1.0904 | 1.1984 | 0.9872 | 0.9998 | 1.0552 | 0.9444 |
Total Trades | 1626 | 813 | 813 | 1626 | 813 | 813 |
Winning Trades | 828 | 412 | 416 | 828 | 412 | 416 |
Losing Trades | 798 | 401 | 397 | 798 | 401 | 397 |
Profitability (%) | 50.9225 | 50.6765 | 51.1685 | 50.9225 | 50.6765 | 51.1685 |
Ratio Avg Win / Avg Loss | 1.0509 | 1.1664 | 0.9421 | 0.9635 | 1.027 | 0.9012 |
Largest Winning Trade | 32882 | 32762 | 32882 | 62542 | 62542 | 58312 |
Largest Losing Trade | -34160 | -34160 | -25792 | -78587 | -54272 | -78587 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 24956 | 12497 | 12459 | 24956 | 12497 | 12459 |
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 | -110185 | 308812 | -576241 | -573241 | -289263 | -576241 |
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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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