Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413878.5133 | 523120.1965 | -109241.6833 | -79037.5427 | 169982.0544 | -249019.597 |
Total P&L (%) | 413.8785 | 523.1202 | -109.2417 | -79.0375 | 169.9821 | -249.0196 |
Avg Daily Profit (%) | 0.1987 | 0.2512 | -0.0525 | -0.075 | 0.0477 | 0 |
Buy And Hold Return (%) | 87.2549 | 87.2549 | 87.2549 | 87.2549 | 87.2549 | 87.2549 |
Max Trade Drawdown | -202207 | -110019 | -322233 | -207187 | -69743 | -300058 |
Profit Factor | 1.3459 | 2.1623 | 0.8537 | 0.8932 | 1.7503 | 0.5149 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Losing Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Profitability (%) | 42.4242 | 46.4646 | 38.3838 | 42.4242 | 46.4646 | 38.3838 |
Ratio Avg Win / Avg Loss | 1.8265 | 2.4914 | 1.3704 | 1.2122 | 2.0167 | 0.8265 |
Largest Winning Trade | 227846 | 227846 | 64351 | 112025 | 112025 | 45724 |
Largest Losing Trade | -75259 | -27925 | -75259 | -85022 | -45959 | -85022 |
Avg Bars in Trades | 122 | 75 | 170 | 122 | 75 | 170 |
Avg Bars in Winners | 194 | 96 | 312 | 194 | 96 | 312 |
Avg Bars in Losers | 70 | 56 | 81 | 70 | 56 | 81 |
Bars Traded | 24322 | 7457 | 16864 | 24322 | 7457 | 16864 |
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 | 202124 | 369143 | -583918 | -581020 | -134783 | -585585 |
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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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