Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393994.8332 | 411969.0104 | -17974.1772 | -56178.2814 | 378451.332 | -434629.6133 |
Total P&L (%) | 393.9948 | 411.969 | -17.9742 | -56.1783 | 378.4513 | -434.6296 |
Avg Daily Profit (%) | 0.2092 | 0.2188 | -0.0095 | -0.0438 | 0.0832 | 0 |
Buy And Hold Return (%) | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 |
Max Trade Drawdown | -173065 | -111514 | -135317 | -978936 | -470457 | -741968 |
Profit Factor | 1.2312 | 1.5091 | 0.9799 | 0.9817 | 1.305 | 0.7627 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 245 | 125 | 120 | 245 | 125 | 120 |
Losing Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Profitability (%) | 62.1827 | 63.4518 | 60.9137 | 62.1827 | 63.4518 | 60.9137 |
Ratio Avg Win / Avg Loss | 0.7488 | 0.8692 | 0.6288 | 0.597 | 0.7517 | 0.4894 |
Largest Winning Trade | 100966 | 100966 | 45259 | 182652 | 182652 | 108919 |
Largest Losing Trade | -67737 | -36828 | -67737 | -555987 | -198758 | -555987 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 7 | 6 | 8 | 7 | 6 | 8 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 3762 | 1860 | 1902 | 3762 | 1860 | 1902 |
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 | 346086 | 359059 | -578609 | -576861 | -80971 | -578609 |
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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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