Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354220.0654 | 481858.3153 | -127638.2499 | -50586.9612 | 113610.8798 | -164197.841 |
Total P&L (%) | 354.2201 | 481.8583 | -127.6383 | -50.587 | 113.6109 | -164.1978 |
Avg Daily Profit (%) | 0.1918 | 0.261 | -0.0691 | -0.0382 | 0.0411 | 0 |
Buy And Hold Return (%) | 124.2798 | 124.2798 | 124.2798 | 124.2798 | 124.2798 | 124.2798 |
Max Trade Drawdown | -125969 | -86736 | -219096 | -256172 | -124349 | -239313 |
Profit Factor | 1.2496 | 1.8662 | 0.8521 | 0.9615 | 1.2163 | 0.7919 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Losing Trades | 183 | 89 | 94 | 183 | 89 | 94 |
Profitability (%) | 47.2622 | 48.8506 | 45.6647 | 47.2622 | 48.8506 | 45.6647 |
Ratio Avg Win / Avg Loss | 1.3944 | 1.954 | 1.0139 | 1.0729 | 1.2735 | 0.9423 |
Largest Winning Trade | 185920 | 185920 | 78832 | 112986 | 95438 | 112986 |
Largest Losing Trade | -41306 | -30252 | -41306 | -106014 | -33796 | -106014 |
Avg Bars in Trades | 31 | 18 | 43 | 31 | 18 | 43 |
Avg Bars in Winners | 44 | 21 | 69 | 44 | 21 | 69 |
Avg Bars in Losers | 19 | 15 | 22 | 19 | 15 | 22 |
Bars Traded | 10820 | 3253 | 7566 | 10820 | 3253 | 7566 |
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 | 173966 | 343418 | -580446 | -578361 | -304009 | -582113 |
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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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