Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481643.2068 | 486193.9919 | -4550.7852 | 258560.0398 | 244632.3114 | 13927.7284 |
Total P&L (%) | 481.6432 | 486.194 | -4.5508 | 258.56 | 244.6323 | 13.9277 |
Avg Daily Profit (%) | 0.3413 | 0.3445 | -0.0032 | 0.0905 | 0.0877 | 0.0092 |
Buy And Hold Return (%) | 77.5812 | 77.5812 | 77.5812 | 77.5812 | 77.5812 | 77.5812 |
Max Trade Drawdown | -147804 | -127282 | -106820 | -251438 | -229408 | -156321 |
Profit Factor | 1.6341 | 2.2185 | 0.9874 | 1.2046 | 1.3495 | 1.0247 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 49.2958 | 51.4019 | 47.1698 | 49.2958 | 51.4019 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.6808 | 2.0975 | 1.1059 | 1.239 | 1.2759 | 1.1477 |
Largest Winning Trade | 236565 | 236565 | 67765 | 244540 | 244540 | 83140 |
Largest Losing Trade | -24356 | -22316 | -24356 | -60423 | -53781 | -60423 |
Avg Bars in Trades | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Winners | 104 | 107 | 100 | 104 | 107 | 100 |
Avg Bars in Losers | 47 | 40 | 52 | 47 | 40 | 52 |
Bars Traded | 16023 | 8053 | 7971 | 16023 | 8053 | 7971 |
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 | 440488 | 450057 | -580483 | -74589 | -78538 | -540988 |
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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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