Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310875.44 | 324327.0546 | -13451.6145 | 9938.791 | 113270.8559 | -103332.0648 |
Total P&L (%) | 310.8754 | 324.3271 | -13.4516 | 9.9388 | 113.2709 | -103.3321 |
Avg Daily Profit (%) | 0.2202 | 0.2297 | -0.0095 | 0.0067 | 0.0537 | 0 |
Buy And Hold Return (%) | 69.0969 | 69.0969 | 69.0969 | 69.0969 | 69.0969 | 69.0969 |
Max Trade Drawdown | -143543 | -106178 | -151554 | -148250 | -80487 | -171766 |
Profit Factor | 1.2129 | 1.4857 | 0.983 | 1.0086 | 1.214 | 0.8366 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Losing Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Profitability (%) | 53.3951 | 53.0864 | 53.7037 | 53.3951 | 53.0864 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.0587 | 1.313 | 0.8474 | 0.8803 | 1.0728 | 0.7212 |
Largest Winning Trade | 47042 | 47042 | 41881 | 40962 | 40962 | 25839 |
Largest Losing Trade | -49286 | -44066 | -49286 | -44269 | -39510 | -44269 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4127 | 2064 | 2063 | 4127 | 2064 | 2063 |
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 | 287232 | 304537 | -579726 | -560006 | -130032 | -579726 |
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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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