Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411944.8403 | 488977.6589 | -77032.8186 | -47191.5428 | 498051.8574 | -545243.4002 |
Total P&L (%) | 411.9448 | 488.9777 | -77.0328 | -47.1915 | 498.0519 | -545.2434 |
Avg Daily Profit (%) | 0.2228 | 0.2645 | -0.0417 | -0.0345 | 0.0968 | 0 |
Buy And Hold Return (%) | 19.0476 | 19.0476 | 19.0476 | 19.0476 | 19.0476 | 19.0476 |
Max Trade Drawdown | -214792 | -105976 | -200637 | -721705 | -219126 | -798019 |
Profit Factor | 1.328 | 1.9156 | 0.8933 | 0.9804 | 1.5804 | 0.6495 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Profitability (%) | 48.4211 | 51.5789 | 45.2632 | 48.4211 | 51.5789 | 45.2632 |
Ratio Avg Win / Avg Loss | 1.4146 | 1.7983 | 1.0802 | 1.0444 | 1.4836 | 0.7854 |
Largest Winning Trade | 177095 | 177095 | 73647 | 392258 | 392258 | 120358 |
Largest Losing Trade | -54451 | -54451 | -40394 | -221027 | -75843 | -221027 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 5297 | 2650 | 2647 | 5297 | 2650 | 2647 |
Profit Streak | 0 | 0 | 12.7632 | 0 | 0 | 12.7632 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314278 | 431696 | -580364 | -578452 | -61771 | -582030 |
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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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