Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408118.2735 | 430487.5519 | -22369.2784 | 95538.9142 | 2172287.6453 | -2076748.7311 |
Total P&L (%) | 408.1183 | 430.4876 | -22.3693 | 95.5389 | 2172.2876 | -2076.7487 |
Avg Daily Profit (%) | 0.2251 | 0.2374 | -0.0123 | 0.037 | 0.1724 | 0 |
Buy And Hold Return (%) | 310.4933 | 310.4933 | 310.4933 | 310.4933 | 310.4933 | 310.4933 |
Max Trade Drawdown | -238890 | -120237 | -168732 | -4734743 | -2031763 | -4487044 |
Profit Factor | 1.298 | 1.6565 | 0.9687 | 1.0053 | 1.2632 | 0.7886 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Losing Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Profitability (%) | 51.7915 | 51.2987 | 52.2876 | 51.7915 | 51.2987 | 52.2876 |
Ratio Avg Win / Avg Loss | 1.2082 | 1.5727 | 0.8839 | 0.9357 | 1.1992 | 0.7196 |
Largest Winning Trade | 110781 | 110781 | 37044 | 868933 | 868933 | 638579 |
Largest Losing Trade | -40717 | -39999 | -40717 | -2007495 | -723535 | -2007495 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 5353 | 2777 | 2576 | 5353 | 2777 | 2576 |
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 | -57935 | -33769 | -579957 | -523532 | 300802 | -579957 |
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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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