Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677894.6434 | 770138.8103 | -92244.1669 | -59404.1596 | 389283.6122 | -448687.7718 |
Total P&L (%) | 677.8946 | 770.1388 | -92.2442 | -59.4042 | 389.2836 | -448.6878 |
Avg Daily Profit (%) | 0.3686 | 0.4187 | -0.0502 | -0.049 | 0.0864 | 0 |
Buy And Hold Return (%) | 113.3703 | 113.3703 | 113.3703 | 113.3703 | 113.3703 | 113.3703 |
Max Trade Drawdown | -228914 | -99785 | -178610 | -1591654 | -811305 | -1183060 |
Profit Factor | 1.5241 | 2.2893 | 0.8675 | 0.9901 | 1.1416 | 0.8614 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Losing Trades | 180 | 94 | 86 | 180 | 94 | 86 |
Profitability (%) | 43.5737 | 41.25 | 45.912 | 43.5737 | 41.25 | 45.912 |
Ratio Avg Win / Avg Loss | 1.9737 | 3.2605 | 1.022 | 1.2821 | 1.6259 | 1.0148 |
Largest Winning Trade | 759051 | 759051 | 29607 | 623198 | 623198 | 306736 |
Largest Losing Trade | -43332 | -32045 | -43332 | -426210 | -426210 | -420210 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 86 | 86 | 85 | 86 | 86 | 85 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 21548 | 10598 | 10950 | 21548 | 10598 | 10950 |
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 | 379145 | 396285 | -580423 | -579942 | -147169 | -580423 |
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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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