Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444740.9157 | 526819.8843 | -82078.9686 | -54758.4719 | 73701.3846 | -128459.8566 |
Total P&L (%) | 444.7409 | 526.8199 | -82.079 | -54.7585 | 73.7014 | -128.4599 |
Avg Daily Profit (%) | 0.2414 | 0.286 | -0.0446 | -0.0431 | 0.03 | 0 |
Buy And Hold Return (%) | 107.2391 | 107.2391 | 107.2391 | 107.2391 | 107.2391 | 107.2391 |
Max Trade Drawdown | -218809 | -125298 | -198575 | -2358981 | -1900329 | -921606 |
Profit Factor | 1.3791 | 1.9006 | 0.8605 | 0.9929 | 1.0175 | 0.9628 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Losing Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Profitability (%) | 43.2836 | 43.4524 | 43.1138 | 43.2836 | 43.4524 | 43.1138 |
Ratio Avg Win / Avg Loss | 1.8071 | 2.4733 | 1.1353 | 1.301 | 1.3241 | 1.2703 |
Largest Winning Trade | 488908 | 488908 | 46863 | 762358 | 762358 | 512759 |
Largest Losing Trade | -38441 | -24315 | -38441 | -584603 | -584603 | -392932 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7262 | 3603 | 3660 | 7262 | 3603 | 3660 |
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 | 251264 | 324938 | -581192 | -579693 | -521839 | -581192 |
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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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