Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238461.7142 | 318756.9114 | -80295.1972 | -80593.6347 | 157972.8196 | -238566.4543 |
Total P&L (%) | 238.4617 | 318.7569 | -80.2952 | -80.5936 | 157.9728 | -238.5665 |
Avg Daily Profit (%) | 0.124 | 0.1657 | -0.0417 | -0.0852 | 0.0493 | 0 |
Buy And Hold Return (%) | 19.7792 | 19.7792 | 19.7792 | 19.7792 | 19.7792 | 19.7792 |
Max Trade Drawdown | -173343 | -104420 | -185693 | -386188 | -202532 | -302946 |
Profit Factor | 1.1351 | 1.4248 | 0.9208 | 0.9681 | 1.1447 | 0.8336 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 164 | 86 | 78 | 164 | 86 | 78 |
Losing Trades | 191 | 92 | 99 | 191 | 92 | 99 |
Profitability (%) | 46.1972 | 48.3146 | 44.0678 | 46.1972 | 48.3146 | 44.0678 |
Ratio Avg Win / Avg Loss | 1.322 | 1.5242 | 1.1688 | 1.1275 | 1.2245 | 1.058 |
Largest Winning Trade | 78667 | 78667 | 41886 | 77592 | 77592 | 56372 |
Largest Losing Trade | -58072 | -32250 | -58072 | -118932 | -93125 | -118932 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 5632 | 2548 | 3084 | 5632 | 2548 | 3084 |
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 | -98750 | 334242 | -580769 | -578456 | -188513 | -580769 |
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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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