Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458849.6729 | 453785.245 | 5064.4279 | -6404.975 | 219061.0894 | -225466.0643 |
Total P&L (%) | 458.8497 | 453.7852 | 5.0644 | -6.405 | 219.0611 | -225.4661 |
Avg Daily Profit (%) | 0.2446 | 0.2419 | 0.0027 | -0.0035 | 0.0619 | 0 |
Buy And Hold Return (%) | 60.5306 | 60.5306 | 60.5306 | 60.5306 | 60.5306 | 60.5306 |
Max Trade Drawdown | -162678 | -85788 | -138204 | -450493 | -248416 | -320763 |
Profit Factor | 1.3603 | 1.7604 | 1.0075 | 0.9966 | 1.2388 | 0.7655 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 51.4563 | 48.5437 | 54.3689 | 51.4563 | 48.5437 | 54.3689 |
Ratio Avg Win / Avg Loss | 1.2833 | 1.8661 | 0.8456 | 0.9402 | 1.3131 | 0.6425 |
Largest Winning Trade | 171616 | 171616 | 39682 | 308980 | 308980 | 42051 |
Largest Losing Trade | -64238 | -64238 | -42547 | -175109 | -168358 | -175109 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3555 | 1777 | 1779 | 3555 | 1777 | 1779 |
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 | 359975 | 386952 | -568383 | -579233 | -113740 | -580213 |
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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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