Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278599.5903 | 300982.6157 | -22383.0254 | 52164.709 | 125377.7381 | -73213.0291 |
Total P&L (%) | 278.5996 | 300.9826 | -22.383 | 52.1647 | 125.3777 | -73.213 |
Avg Daily Profit (%) | 0.1974 | 0.2133 | -0.0159 | 0.0297 | 0.0576 | -0.0933 |
Buy And Hold Return (%) | 57.8093 | 57.8093 | 57.8093 | 57.8093 | 57.8093 | 57.8093 |
Max Trade Drawdown | -113440 | -135465 | -105719 | -132653 | -122471 | -120027 |
Profit Factor | 1.2955 | 1.6349 | 0.9523 | 1.0566 | 1.2675 | 0.8382 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 176 | 93 | 83 | 176 | 93 | 83 |
Losing Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Profitability (%) | 51.0145 | 53.7572 | 48.2558 | 51.0145 | 53.7572 | 48.2558 |
Ratio Avg Win / Avg Loss | 1.244 | 1.4064 | 1.0211 | 1.0146 | 1.0903 | 0.8987 |
Largest Winning Trade | 129070 | 129070 | 67354 | 90329 | 90329 | 40288 |
Largest Losing Trade | -36112 | -24189 | -36112 | -36283 | -30682 | -36283 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
Bars Traded | 16506 | 7562 | 8943 | 16506 | 7562 | 8943 |
Profit Streak | 0 | 0 | 486.4121 | 0 | 0 | 486.4121 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291473 | 336993 | -578483 | -475216 | -121055 | -580150 |
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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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