Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503322.6582 | 562800.8702 | -59478.212 | 67825.7484 | 242083.3176 | -174257.5692 |
Total P&L (%) | 503.3227 | 562.8009 | -59.4782 | 67.8257 | 242.0833 | -174.2576 |
Avg Daily Profit (%) | 0.2726 | 0.3048 | -0.0322 | 0.028 | 0.0666 | 0 |
Buy And Hold Return (%) | 58.5979 | 58.5979 | 58.5979 | 58.5979 | 58.5979 | 58.5979 |
Max Trade Drawdown | -143080 | -79020 | -180854 | -159048 | -118202 | -237870 |
Profit Factor | 1.5509 | 2.7268 | 0.8988 | 1.0568 | 1.5453 | 0.7676 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Profitability (%) | 46.2963 | 49.3827 | 43.2099 | 46.2963 | 49.3827 | 43.2099 |
Ratio Avg Win / Avg Loss | 1.7991 | 2.795 | 1.1813 | 1.2259 | 1.5839 | 1.0089 |
Largest Winning Trade | 237858 | 237858 | 74404 | 114342 | 109856 | 114342 |
Largest Losing Trade | -43756 | -24678 | -43756 | -81684 | -60407 | -81684 |
Avg Bars in Trades | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Winners | 98 | 92 | 105 | 98 | 92 | 105 |
Avg Bars in Losers | 40 | 33 | 46 | 40 | 33 | 46 |
Bars Traded | 10882 | 5079 | 5803 | 10882 | 5079 | 5803 |
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 | 388620 | 69770 | -593710 | -430825 | -115578 | -593710 |
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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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