Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704939.9571 | 790258.6606 | -85318.7035 | -38677.0867 | 178763.9955 | -217441.0822 |
Total P&L (%) | 704.94 | 790.2587 | -85.3187 | -38.6771 | 178.764 | -217.4411 |
Avg Daily Profit (%) | 0.3728 | 0.4179 | -0.0451 | -0.0259 | 0.0542 | 0 |
Buy And Hold Return (%) | 298.2722 | 298.2722 | 298.2722 | 298.2722 | 298.2722 | 298.2722 |
Max Trade Drawdown | -151486 | -83232 | -170130 | -318758 | -206847 | -268294 |
Profit Factor | 1.8299 | 3.1636 | 0.8238 | 0.9717 | 1.3046 | 0.721 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 50 | 48.7179 | 51.2821 | 50 | 48.7179 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.8299 | 3.3302 | 0.7826 | 0.9717 | 1.3732 | 0.6849 |
Largest Winning Trade | 712729 | 712729 | 57950 | 144771 | 144771 | 44596 |
Largest Losing Trade | -62817 | -32236 | -62817 | -162285 | -122524 | -162285 |
Avg Bars in Trades | 35 | 28 | 41 | 35 | 28 | 41 |
Avg Bars in Winners | 46 | 35 | 57 | 46 | 35 | 57 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 5485 | 2212 | 3273 | 5485 | 2212 | 3273 |
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 | 336161 | -22155 | -615069 | -579960 | -320845 | -615069 |
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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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