Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344141.062 | 349496.5508 | -5355.4888 | 13936.429 | 166939.5827 | -153003.1537 |
Total P&L (%) | 344.1411 | 349.4966 | -5.3555 | 13.9364 | 166.9396 | -153.0032 |
Avg Daily Profit (%) | 0.1861 | 0.189 | -0.0029 | 0.0071 | 0.0531 | 0 |
Buy And Hold Return (%) | 56.6719 | 56.6719 | 56.6719 | 56.6719 | 56.6719 | 56.6719 |
Max Trade Drawdown | -157077 | -126592 | -141011 | -310941 | -254342 | -254928 |
Profit Factor | 1.3069 | 1.7364 | 0.9917 | 1.0078 | 1.2232 | 0.8515 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 55.0661 | 53.9823 | 56.1404 | 55.0661 | 53.9823 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.0664 | 1.4802 | 0.7748 | 0.8224 | 1.0427 | 0.6652 |
Largest Winning Trade | 82967 | 82967 | 37303 | 76722 | 75380 | 76722 |
Largest Losing Trade | -73894 | -33187 | -73894 | -142764 | -114751 | -142764 |
Avg Bars in Trades | 96 | 93 | 100 | 96 | 93 | 100 |
Avg Bars in Winners | 87 | 82 | 92 | 87 | 82 | 92 |
Avg Bars in Losers | 107 | 105 | 110 | 107 | 105 | 110 |
Bars Traded | 21960 | 10528 | 11432 | 21960 | 10528 | 11432 |
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 | 318750 | 338917 | -580233 | -560904 | -125286 | -580233 |
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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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