Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774423.7218 | 749866.0932 | 24557.6286 | 229220.8693 | -166172.844 | 395393.7133 |
Total P&L (%) | 774.4237 | 749.8661 | 24.5576 | 229.2209 | -166.1728 | 395.3937 |
Avg Daily Profit (%) | 0.3719 | 0.3601 | 0.0118 | 0.0572 | 0 | 0.0769 |
Buy And Hold Return (%) | 87.0504 | 87.0504 | 87.0504 | 87.0504 | 87.0504 | 87.0504 |
Max Trade Drawdown | -232738 | -139622 | -108655 | -5211538 | -3381232 | -2551808 |
Profit Factor | 1.6751 | 2.0131 | 1.0604 | 1.0101 | 0.9887 | 1.0486 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 209 | 110 | 99 | 209 | 110 | 99 |
Profitability (%) | 37.9822 | 34.5238 | 41.4201 | 37.9822 | 34.5238 | 41.4201 |
Ratio Avg Win / Avg Loss | 2.7352 | 3.8179 | 1.4996 | 1.6492 | 1.875 | 1.483 |
Largest Winning Trade | 463279 | 463279 | 28887 | 2270534 | 2270534 | 732176 |
Largest Losing Trade | -28868 | -28868 | -18788 | -797596 | -797596 | -711377 |
Avg Bars in Trades | 72 | 120 | 24 | 72 | 120 | 24 |
Avg Bars in Winners | 120 | 226 | 32 | 120 | 226 | 32 |
Avg Bars in Losers | 43 | 64 | 19 | 43 | 64 | 19 |
Bars Traded | 24487 | 20268 | 4219 | 24487 | 20268 | 4219 |
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 | 351662 | 271343 | -499730 | -331195 | -583694 | -261892 |
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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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