Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299398.57 | 381727.3321 | -82328.7621 | -90365.5124 | 206311.5434 | -296677.0558 |
Total P&L (%) | 299.3986 | 381.7273 | -82.3288 | -90.3655 | 206.3115 | -296.6771 |
Avg Daily Profit (%) | 0.159 | 0.2027 | -0.0437 | -0.1242 | 0.0595 | 0 |
Buy And Hold Return (%) | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 |
Max Trade Drawdown | -336842 | -176027 | -201978 | -332671 | -72674 | -307999 |
Profit Factor | 1.1816 | 1.5182 | 0.9098 | 0.9078 | 1.8422 | 0.5966 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Losing Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Profitability (%) | 52.0548 | 52.0548 | 52.0548 | 52.0548 | 52.0548 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.0883 | 1.3983 | 0.8379 | 0.8362 | 1.6968 | 0.5495 |
Largest Winning Trade | 136061 | 136061 | 40468 | 55875 | 51022 | 55875 |
Largest Losing Trade | -70148 | -46663 | -70148 | -164501 | -60722 | -164501 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3759 | 1886 | 1873 | 3759 | 1886 | 1873 |
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 | -11463 | 339766 | -580401 | -578706 | -109644 | -580401 |
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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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