Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209263.6859 | 240443.5289 | -31179.843 | -47948.5052 | 153100.0614 | -201048.5667 |
Total P&L (%) | 209.2637 | 240.4435 | -31.1798 | -47.9485 | 153.1001 | -201.0486 |
Avg Daily Profit (%) | 0.2009 | 0.2308 | -0.0299 | -0.0627 | 0.0892 | 0 |
Buy And Hold Return (%) | 12.1573 | 12.1573 | 12.1573 | 12.1573 | 12.1573 | 12.1573 |
Max Trade Drawdown | -212065 | -120868 | -129024 | -762400 | -342932 | -562355 |
Profit Factor | 1.2042 | 1.4638 | 0.9384 | 0.9855 | 1.094 | 0.8799 |
Total Trades | 575 | 287 | 288 | 575 | 287 | 288 |
Winning Trades | 257 | 122 | 135 | 257 | 122 | 135 |
Losing Trades | 318 | 165 | 153 | 318 | 165 | 153 |
Profitability (%) | 44.6957 | 42.5087 | 46.875 | 44.6957 | 42.5087 | 46.875 |
Ratio Avg Win / Avg Loss | 1.4901 | 1.9798 | 1.0635 | 1.2194 | 1.4796 | 0.9972 |
Largest Winning Trade | 343429 | 343429 | 35052 | 484216 | 484216 | 87734 |
Largest Losing Trade | -20537 | -14091 | -20537 | -98293 | -78870 | -98293 |
Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Winners | 59 | 52 | 65 | 59 | 52 | 65 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 24630 | 11321 | 13309 | 24630 | 11321 | 13309 |
Profit Streak | 0 | 13.7536 | 0 | 0 | 13.7536 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290474 | 330844 | -579375 | -578169 | -191931 | -581042 |
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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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