Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365946.4237 | 387591.8026 | -21645.3789 | -5081.3479 | 115937.0475 | -121018.3955 |
Total P&L (%) | 365.9464 | 387.5918 | -21.6454 | -5.0813 | 115.937 | -121.0184 |
Avg Daily Profit (%) | 0.1905 | 0.2018 | -0.0113 | -0.0027 | 0.0401 | 0 |
Buy And Hold Return (%) | 55.194 | 55.194 | 55.194 | 55.194 | 55.194 | 55.194 |
Max Trade Drawdown | -195498 | -172514 | -105977 | -676369 | -426171 | -316862 |
Profit Factor | 1.3801 | 1.802 | 0.9549 | 0.9971 | 1.1325 | 0.8603 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 48.8152 | 50.4762 | 47.1698 | 48.8152 | 50.4762 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.447 | 1.768 | 1.0695 | 1.0455 | 1.1112 | 0.9636 |
Largest Winning Trade | 285328 | 285328 | 52103 | 117077 | 117077 | 95436 |
Largest Losing Trade | -39330 | -35960 | -39330 | -200967 | -200967 | -169087 |
Avg Bars in Trades | 35 | 26 | 43 | 35 | 26 | 43 |
Avg Bars in Winners | 48 | 28 | 69 | 48 | 28 | 69 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 7414 | 2825 | 4589 | 7414 | 2825 | 4589 |
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 | 306364 | 400294 | -580483 | -578467 | -220271 | -582150 |
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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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