Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229687.0589 | 236868.182 | -7181.123 | -22747.5927 | 38410.6612 | -61158.2539 |
Total P&L (%) | 229.6871 | 236.8682 | -7.1811 | -22.7476 | 38.4107 | -61.1583 |
Avg Daily Profit (%) | 0.1871 | 0.193 | -0.0059 | -0.021 | 0.0265 | -0.077 |
Buy And Hold Return (%) | 40.8124 | 40.8124 | 40.8124 | 40.8124 | 40.8124 | 40.8124 |
Max Trade Drawdown | -131361 | -79719 | -136285 | -122640 | -85205 | -131666 |
Profit Factor | 1.1904 | 1.4226 | 0.9889 | 0.9742 | 1.0934 | 0.8696 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 172 | 81 | 91 | 172 | 81 | 91 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 53.75 | 50.625 | 56.875 | 53.75 | 50.625 | 56.875 |
Ratio Avg Win / Avg Loss | 1.0243 | 1.3875 | 0.7498 | 0.8382 | 1.0664 | 0.6594 |
Largest Winning Trade | 124065 | 124065 | 22271 | 54452 | 54452 | 20533 |
Largest Losing Trade | -65447 | -19337 | -65447 | -76771 | -19230 | -76771 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 4794 | 2394 | 2400 | 4794 | 2394 | 2400 |
Profit Streak | 0 | 14.8651 | 0 | 0 | 14.8651 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2091 | 317728 | -579326 | -578340 | -439832 | -579326 |
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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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