Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428382.375 | 411772.0872 | 16610.2878 | -6195.2619 | 337479.0059 | -343674.2678 |
Total P&L (%) | 428.3824 | 411.7721 | 16.6103 | -6.1953 | 337.479 | -343.6743 |
Avg Daily Profit (%) | 0.2239 | 0.2152 | 0.0087 | -0.0033 | 0.0772 | 0 |
Buy And Hold Return (%) | 15.4294 | 15.4294 | 15.4294 | 15.4294 | 15.4294 | 15.4294 |
Max Trade Drawdown | -122715 | -134110 | -120456 | -531066 | -441911 | -421338 |
Profit Factor | 1.4362 | 1.8602 | 1.033 | 0.9973 | 1.3065 | 0.7119 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 45.6044 | 42.8571 | 48.3516 | 45.6044 | 42.8571 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.7131 | 2.4802 | 1.1034 | 1.1896 | 1.742 | 0.7605 |
Largest Winning Trade | 284202 | 284202 | 35605 | 334693 | 334693 | 67118 |
Largest Losing Trade | -63246 | -41458 | -63246 | -217829 | -217829 | -147752 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 7506 | 3462 | 4045 | 7506 | 3462 | 4045 |
Profit Streak | 0 | 0 | 19.1443 | 0 | 0 | 19.1443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327464 | 294928 | -507819 | -579867 | -91783 | -581170 |
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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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