Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173405.27 | 174895.2357 | -1489.9657 | -48523.7484 | 428249.9984 | -476773.7469 |
Total P&L (%) | 173.4053 | 174.8952 | -1.49 | -48.5237 | 428.25 | -476.7737 |
Avg Daily Profit (%) | 0.1665 | 0.1679 | -0.0014 | -0.0637 | 0.1599 | 0 |
Buy And Hold Return (%) | 16.4935 | 16.4935 | 16.4935 | 16.4935 | 16.4935 | 16.4935 |
Max Trade Drawdown | -150052 | -79740 | -155102 | -1216713 | -722707 | -1065635 |
Profit Factor | 1.1867 | 1.3903 | 0.9969 | 0.9877 | 1.2347 | 0.7736 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 57.529 | 55.814 | 59.2308 | 57.529 | 55.814 | 59.2308 |
Ratio Avg Win / Avg Loss | 0.8761 | 1.1006 | 0.6862 | 0.7291 | 0.9775 | 0.5325 |
Largest Winning Trade | 42509 | 42509 | 26684 | 204209 | 204209 | 157690 |
Largest Losing Trade | -84583 | -30925 | -84583 | -741104 | -253661 | -741104 |
Avg Bars in Trades | 95 | 93 | 96 | 95 | 93 | 96 |
Avg Bars in Winners | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Losers | 125 | 126 | 124 | 125 | 126 | 124 |
Bars Traded | 24632 | 12051 | 12581 | 24632 | 12051 | 12581 |
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 | -7173 | 306867 | -579790 | -578447 | 210181 | -579790 |
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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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