Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228343.0754 | 246010.6659 | -17667.5905 | 103237.891 | 530756.1347 | -427518.2436 |
Total P&L (%) | 228.3431 | 246.0107 | -17.6676 | 103.2379 | 530.7561 | -427.5182 |
Avg Daily Profit (%) | 0.2558 | 0.2756 | -0.0198 | 0.0795 | 0.2066 | 0 |
Buy And Hold Return (%) | 90.3444 | 90.3444 | 90.3444 | 90.3444 | 90.3444 | 90.3444 |
Max Trade Drawdown | -128782 | -53417 | -121761 | -598820 | -165402 | -592316 |
Profit Factor | 1.2705 | 1.6188 | 0.9604 | 1.0528 | 1.6805 | 0.6364 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 52.7273 | 50.9091 | 54.5455 | 52.7273 | 50.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1391 | 1.561 | 0.8004 | 0.9439 | 1.6205 | 0.5303 |
Largest Winning Trade | 59885 | 59885 | 21753 | 156997 | 156997 | 52478 |
Largest Losing Trade | -36875 | -30477 | -36875 | -271734 | -51155 | -271734 |
Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3527 | 1757 | 1771 | 3527 | 1757 | 1771 |
Profit Streak | 0 | 15.438 | 0 | 0 | 15.438 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225134 | 312895 | -580172 | -370535 | 404785 | -580172 |
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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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