Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664447.081 | 670853.6166 | -6406.5356 | 179782.7773 | 294273.4593 | -114490.682 |
Total P&L (%) | 664.4471 | 670.8536 | -6.4065 | 179.7828 | 294.2735 | -114.4907 |
Avg Daily Profit (%) | 0.3597 | 0.3632 | -0.0035 | 0.0557 | 0.0743 | 0 |
Buy And Hold Return (%) | 86.4987 | 86.4987 | 86.4987 | 86.4987 | 86.4987 | 86.4987 |
Max Trade Drawdown | -149156 | -64689 | -177967 | -372965 | -351935 | -281747 |
Profit Factor | 1.5865 | 2.4772 | 0.9906 | 1.0783 | 1.3 | 0.9129 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 53.4091 | 48.8636 | 57.9545 | 53.4091 | 48.8636 | 57.9545 |
Ratio Avg Win / Avg Loss | 1.384 | 2.5924 | 0.7186 | 0.9407 | 1.3604 | 0.6623 |
Largest Winning Trade | 220080 | 220080 | 65900 | 191003 | 148723 | 191003 |
Largest Losing Trade | -63517 | -36503 | -63517 | -220540 | -133876 | -220540 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Losers | 15 | 12 | 19 | 15 | 12 | 19 |
Bars Traded | 3623 | 1523 | 2099 | 3623 | 1523 | 2099 |
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 | 463649 | 492150 | -579787 | -259264 | -96888 | -579787 |
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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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