Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361338.4142 | 395387.5514 | -34049.1372 | -55927.7704 | 393339.4402 | -449267.2106 |
Total P&L (%) | 361.3384 | 395.3876 | -34.0491 | -55.9278 | 393.3394 | -449.2672 |
Avg Daily Profit (%) | 0.1907 | 0.2086 | -0.018 | -0.0432 | 0.0843 | 0 |
Buy And Hold Return (%) | 16.261 | 16.261 | 16.261 | 16.261 | 16.261 | 16.261 |
Max Trade Drawdown | -160383 | -164801 | -125919 | -888634 | -452449 | -550737 |
Profit Factor | 1.2336 | 1.348 | 0.9171 | 0.9781 | 1.2401 | 0.5119 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 236 | 122 | 114 | 236 | 122 | 114 |
Losing Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Profitability (%) | 60.3581 | 62.5641 | 58.1633 | 60.3581 | 62.5641 | 58.1633 |
Ratio Avg Win / Avg Loss | 0.8102 | 0.8066 | 0.6597 | 0.6424 | 0.742 | 0.3682 |
Largest Winning Trade | 104779 | 104779 | 22029 | 318044 | 318044 | 87019 |
Largest Losing Trade | -67998 | -67998 | -65531 | -403937 | -286218 | -403937 |
Avg Bars in Trades | 57 | 109 | 6 | 57 | 109 | 6 |
Avg Bars in Winners | 32 | 56 | 5 | 32 | 56 | 5 |
Avg Bars in Losers | 97 | 197 | 8 | 97 | 197 | 8 |
Bars Traded | 22607 | 21294 | 1313 | 22607 | 21294 | 1313 |
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 | 321818 | 305988 | -578971 | -577391 | -80321 | -578971 |
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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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