Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542431.7987 | 596351.6094 | -53919.8107 | 202697.3916 | 505337.41 | -302640.0184 |
Total P&L (%) | 542.4318 | 596.3516 | -53.9198 | 202.6974 | 505.3374 | -302.64 |
Avg Daily Profit (%) | 0.2406 | 0.2645 | -0.0239 | 0.0491 | 0.0799 | 0 |
Buy And Hold Return (%) | 277.628 | 277.628 | 277.628 | 277.628 | 277.628 | 277.628 |
Max Trade Drawdown | -113034 | -64292 | -240082 | -222041 | -67048 | -487501 |
Profit Factor | 1.4753 | 2.717 | 0.9321 | 1.1175 | 1.9878 | 0.7506 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 145 | 86 | 59 | 145 | 86 | 59 |
Losing Trades | 136 | 55 | 81 | 136 | 55 | 81 |
Profitability (%) | 51.6014 | 60.9929 | 42.1429 | 51.6014 | 60.9929 | 42.1429 |
Ratio Avg Win / Avg Loss | 1.3837 | 1.7376 | 1.2796 | 1.0481 | 1.2712 | 1.0305 |
Largest Winning Trade | 267080 | 267080 | 58461 | 192906 | 192906 | 95441 |
Largest Losing Trade | -69048 | -22408 | -69048 | -123341 | -47607 | -123341 |
Avg Bars in Trades | 45 | 14 | 75 | 45 | 14 | 75 |
Avg Bars in Winners | 63 | 14 | 134 | 63 | 14 | 134 |
Avg Bars in Losers | 25 | 14 | 32 | 25 | 14 | 32 |
Bars Traded | 12664 | 2066 | 10599 | 12664 | 2066 | 10599 |
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 | 144723 | 338142 | -582350 | -382664 | -89772 | -582350 |
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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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