Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441906.3635 | 558017.7751 | -116111.4116 | -68394.7915 | 386448.4612 | -454843.2527 |
Total P&L (%) | 441.9064 | 558.0178 | -116.1114 | -68.3948 | 386.4485 | -454.8433 |
Avg Daily Profit (%) | 0.2121 | 0.2678 | -0.0557 | -0.0553 | 0.076 | 0 |
Buy And Hold Return (%) | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 |
Max Trade Drawdown | -230175 | -161062 | -217757 | -756199 | -451962 | -494140 |
Profit Factor | 1.1981 | 1.4962 | 0.8951 | 0.9829 | 1.1854 | 0.7634 |
Total Trades | 677 | 338 | 339 | 677 | 338 | 339 |
Winning Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Losing Trades | 354 | 176 | 178 | 354 | 176 | 178 |
Profitability (%) | 47.7105 | 47.929 | 47.4926 | 47.7105 | 47.929 | 47.4926 |
Ratio Avg Win / Avg Loss | 1.3131 | 1.6255 | 0.9896 | 1.0773 | 1.2879 | 0.844 |
Largest Winning Trade | 237429 | 237429 | 67750 | 524432 | 524432 | 66715 |
Largest Losing Trade | -35131 | -35131 | -33756 | -149377 | -149377 | -108874 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 46 | 39 | 54 | 46 | 39 | 54 |
Avg Bars in Losers | 27 | 22 | 31 | 27 | 22 | 31 |
Bars Traded | 24728 | 10386 | 14342 | 24728 | 10386 | 14342 |
Profit Streak | 1.0871 | 1.7538 | 1.0871 | 1.0871 | 1.7538 | 1.0871 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 162684 | 328457 | -583414 | -578972 | -111164 | -583414 |
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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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