Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461211.0342 | 525833.7765 | -64622.7423 | -76845.6898 | 134004.5973 | -210850.2871 |
Total P&L (%) | 461.211 | 525.8338 | -64.6227 | -76.8457 | 134.0046 | -210.8503 |
Avg Daily Profit (%) | 0.2389 | 0.2724 | -0.0335 | -0.0758 | 0.0441 | 0 |
Buy And Hold Return (%) | 13.1582 | 13.1582 | 13.1582 | 13.1582 | 13.1582 | 13.1582 |
Max Trade Drawdown | -186498 | -161974 | -162398 | -215693 | -83896 | -198765 |
Profit Factor | 1.3362 | 1.8321 | 0.9127 | 0.8953 | 1.4791 | 0.536 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 125 | 54 | 71 | 125 | 54 | 71 |
Losing Trades | 152 | 85 | 67 | 152 | 85 | 67 |
Profitability (%) | 45.1264 | 38.8489 | 51.4493 | 45.1264 | 38.8489 | 51.4493 |
Ratio Avg Win / Avg Loss | 1.6248 | 2.8839 | 0.8613 | 1.0887 | 2.3282 | 0.5058 |
Largest Winning Trade | 382884 | 382884 | 50063 | 99923 | 99923 | 43186 |
Largest Losing Trade | -60931 | -34726 | -60931 | -62152 | -32274 | -62152 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 57 | 51 | 62 | 57 | 51 | 62 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 11424 | 5035 | 6389 | 11424 | 5035 | 6389 |
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 | 321241 | 273979 | -580778 | -579557 | -136303 | -580778 |
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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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