Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459091.1997 | 490369.6534 | -31278.4538 | 18594.6214 | 103563.4594 | -84968.838 |
Total P&L (%) | 459.0912 | 490.3697 | -31.2785 | 18.5946 | 103.5635 | -84.9688 |
Avg Daily Profit (%) | 0.2204 | 0.2354 | -0.015 | 0.0082 | 0.0341 | -0.0909 |
Buy And Hold Return (%) | 58.9681 | 58.9681 | 58.9681 | 58.9681 | 58.9681 | 58.9681 |
Max Trade Drawdown | -149233 | -72737 | -113161 | -722283 | -452497 | -463702 |
Profit Factor | 1.287 | 1.586 | 0.959 | 1.0035 | 1.0356 | 0.9652 |
Total Trades | 676 | 338 | 338 | 676 | 338 | 338 |
Winning Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Losing Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Profitability (%) | 43.9349 | 44.0828 | 43.787 | 43.9349 | 44.0828 | 43.787 |
Ratio Avg Win / Avg Loss | 1.6424 | 2.0117 | 1.2311 | 1.2805 | 1.3136 | 1.2391 |
Largest Winning Trade | 221942 | 221942 | 36934 | 433172 | 433172 | 154574 |
Largest Losing Trade | -40340 | -32090 | -40340 | -169189 | -125125 | -169189 |
Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Winners | 43 | 35 | 50 | 43 | 35 | 50 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 24448 | 10356 | 14093 | 24448 | 10356 | 14093 |
Profit Streak | 0 | 0 | 38.5408 | 0 | 0 | 38.5408 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363022 | 351970 | -579327 | -563199 | -338307 | -579327 |
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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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