Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395086.7524 | 400024.002 | -4937.2495 | 47667.4286 | 253966.8186 | -206299.39 |
Total P&L (%) | 395.0868 | 400.024 | -4.9373 | 47.6674 | 253.9668 | -206.2994 |
Avg Daily Profit (%) | 0.3189 | 0.3229 | -0.004 | 0.0315 | 0.1021 | 0 |
Buy And Hold Return (%) | 109.1493 | 109.1493 | 109.1493 | 109.1493 | 109.1493 | 109.1493 |
Max Trade Drawdown | -147281 | -83436 | -108485 | -953533 | -508523 | -581812 |
Profit Factor | 1.4338 | 2.0028 | 0.9904 | 1.0129 | 1.1636 | 0.9032 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 50.2222 | 49.5575 | 50.8929 | 50.2222 | 49.5575 | 50.8929 |
Ratio Avg Win / Avg Loss | 1.4211 | 2.0386 | 0.9556 | 1.004 | 1.1843 | 0.8715 |
Largest Winning Trade | 278241 | 278241 | 35604 | 260829 | 260829 | 248494 |
Largest Losing Trade | -44135 | -25094 | -44135 | -269877 | -116364 | -269877 |
Avg Bars in Trades | 31 | 38 | 24 | 31 | 38 | 24 |
Avg Bars in Winners | 33 | 39 | 27 | 33 | 39 | 27 |
Avg Bars in Losers | 29 | 37 | 21 | 29 | 37 | 21 |
Bars Traded | 7112 | 4346 | 2766 | 7112 | 4346 | 2766 |
Profit Streak | 0 | 0 | 49.0098 | 0 | 0 | 49.0098 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294649 | 343116 | -579650 | -521720 | -102456 | -579650 |
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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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