Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399049.8388 | 461218.6011 | -62168.7623 | -31912.3793 | 95990.8978 | -127903.277 |
Total P&L (%) | 399.0498 | 461.2186 | -62.1688 | -31.9124 | 95.9909 | -127.9033 |
Avg Daily Profit (%) | 0.1915 | 0.2214 | -0.0298 | -0.0184 | 0.0323 | 0 |
Buy And Hold Return (%) | 60.1748 | 60.1748 | 60.1748 | 60.1748 | 60.1748 | 60.1748 |
Max Trade Drawdown | -139155 | -76007 | -128433 | -432665 | -259752 | -239309 |
Profit Factor | 1.2531 | 1.5763 | 0.9199 | 0.989 | 1.0627 | 0.9069 |
Total Trades | 679 | 339 | 340 | 679 | 339 | 340 |
Winning Trades | 308 | 157 | 151 | 308 | 157 | 151 |
Losing Trades | 371 | 182 | 189 | 371 | 182 | 189 |
Profitability (%) | 45.3608 | 46.3127 | 44.4118 | 45.3608 | 46.3127 | 44.4118 |
Ratio Avg Win / Avg Loss | 1.5094 | 1.8273 | 1.1514 | 1.1913 | 1.2319 | 1.1351 |
Largest Winning Trade | 221942 | 221942 | 50916 | 264464 | 264464 | 94816 |
Largest Losing Trade | -40340 | -35030 | -40340 | -89985 | -66618 | -89985 |
Avg Bars in Trades | 36 | 29 | 43 | 36 | 29 | 43 |
Avg Bars in Winners | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 24728 | 10051 | 14676 | 24728 | 10051 | 14676 |
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 | 358352 | 386925 | -580062 | -577368 | -310832 | -580062 |
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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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