Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651524.2643 | 699724.9578 | -48200.6935 | -30772.1916 | 208982.4982 | -239754.6898 |
Total P&L (%) | 651.5243 | 699.725 | -48.2007 | -30.7722 | 208.9825 | -239.7547 |
Avg Daily Profit (%) | 0.3649 | 0.3919 | -0.027 | -0.0206 | 0.0632 | 0 |
Buy And Hold Return (%) | 287.4364 | 287.4364 | 287.4364 | 287.4364 | 287.4364 | 287.4364 |
Max Trade Drawdown | -208116 | -139920 | -227617 | -832983 | -496816 | -540564 |
Profit Factor | 1.5065 | 2.2262 | 0.9327 | 0.9929 | 1.0978 | 0.891 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Profitability (%) | 47.8814 | 49.1525 | 46.6102 | 47.8814 | 49.1525 | 46.6102 |
Ratio Avg Win / Avg Loss | 1.6398 | 2.3029 | 1.0683 | 1.0808 | 1.1357 | 1.0206 |
Largest Winning Trade | 378280 | 378280 | 55580 | 377292 | 377292 | 183013 |
Largest Losing Trade | -82964 | -39685 | -82964 | -290427 | -144141 | -290427 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 7044 | 3344 | 3700 | 7044 | 3344 | 3700 |
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 | 269356 | 346662 | -580670 | -578422 | -387533 | -580670 |
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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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