Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290197.4986 | 295482.0331 | -5284.5345 | -643.8636 | 131884.9701 | -132528.8337 |
Total P&L (%) | 290.1975 | 295.482 | -5.2845 | -0.6439 | 131.885 | -132.5288 |
Avg Daily Profit (%) | 0.2055 | 0.2092 | -0.0037 | -0.0005 | 0.0596 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -164406 | -77449 | -165292 | -174368 | -92622 | -242171 |
Profit Factor | 1.174 | 1.3927 | 0.9942 | 0.9996 | 1.1903 | 0.8435 |
Total Trades | 441 | 221 | 220 | 441 | 221 | 220 |
Winning Trades | 214 | 110 | 104 | 214 | 110 | 104 |
Losing Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Profitability (%) | 48.5261 | 49.7738 | 47.2727 | 48.5261 | 49.7738 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.2454 | 1.4053 | 1.1089 | 1.0603 | 1.2011 | 0.9408 |
Largest Winning Trade | 72090 | 72090 | 38701 | 67683 | 67683 | 31609 |
Largest Losing Trade | -36088 | -36088 | -35587 | -50589 | -33045 | -50589 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 2820 | 1461 | 1359 | 2820 | 1461 | 1359 |
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 | -19396 | 329067 | -579298 | -577101 | -123802 | -580964 |
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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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