Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425461.4553 | 432750.3444 | -7288.889 | 12830.2547 | 978983.628 | -966153.3733 |
Total P&L (%) | 425.4615 | 432.7503 | -7.2889 | 12.8303 | 978.9836 | -966.1534 |
Avg Daily Profit (%) | 0.2215 | 0.2253 | -0.0038 | 0.0063 | 0.1239 | 0 |
Buy And Hold Return (%) | 58.3903 | 58.3903 | 58.3903 | 58.3903 | 58.3903 | 58.3903 |
Max Trade Drawdown | -162737 | -134279 | -119067 | -2366421 | -658297 | -1975240 |
Profit Factor | 1.335 | 1.8273 | 0.9902 | 1.0021 | 1.4861 | 0.7674 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Profitability (%) | 46.875 | 47.3214 | 46.4286 | 46.875 | 47.3214 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.513 | 2.0342 | 1.1426 | 1.1357 | 1.6544 | 0.8855 |
Largest Winning Trade | 98926 | 98926 | 43350 | 457820 | 457820 | 414486 |
Largest Losing Trade | -62735 | -37481 | -62735 | -1535616 | -222259 | -1535616 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
Bars Traded | 3658 | 1642 | 2017 | 3658 | 1642 | 2017 |
Profit Streak | 9.6685 | 16.6685 | 0 | 9.6685 | 16.6685 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364087 | 390848 | -580478 | -567544 | -25307 | -582145 |
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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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