Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416749.8885 | 605408.98 | -188659.0915 | -90797.153 | 74770.7239 | -165567.8769 |
Total P&L (%) | 416.7499 | 605.409 | -188.6591 | -90.7972 | 74.7707 | -165.5679 |
Avg Daily Profit (%) | 0.184 | 0.2673 | -0.0833 | -0.1053 | 0.0247 | 0 |
Buy And Hold Return (%) | 187.169 | 187.169 | 187.169 | 187.169 | 187.169 | 187.169 |
Max Trade Drawdown | -230846 | -143380 | -327917 | -144884 | -67223 | -203209 |
Profit Factor | 1.3104 | 2.022 | 0.7486 | 0.8081 | 1.3776 | 0.3981 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Profitability (%) | 45.9716 | 49.0566 | 42.8571 | 45.9716 | 49.0566 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.54 | 2.0998 | 0.9981 | 0.9497 | 1.4305 | 0.5308 |
Largest Winning Trade | 378336 | 378336 | 43327 | 66979 | 66979 | 22610 |
Largest Losing Trade | -62650 | -55292 | -62650 | -81137 | -67223 | -81137 |
Avg Bars in Trades | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Winners | 83 | 80 | 87 | 83 | 80 | 87 |
Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
Bars Traded | 13207 | 6354 | 6853 | 13207 | 6354 | 6853 |
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 | 104490 | 320927 | -583830 | -581240 | -325787 | -583830 |
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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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