Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431117.0039 | 526695.5377 | -95578.5338 | -36889.1993 | 124501.6004 | -161390.7997 |
Total P&L (%) | 431.117 | 526.6955 | -95.5785 | -36.8892 | 124.5016 | -161.3908 |
Avg Daily Profit (%) | 0.2335 | 0.2852 | -0.0518 | -0.0249 | 0.0438 | 0 |
Buy And Hold Return (%) | 105.3082 | 105.3082 | 105.3082 | 105.3082 | 105.3082 | 105.3082 |
Max Trade Drawdown | -154231 | -84486 | -184819 | -193248 | -94965 | -173181 |
Profit Factor | 1.3775 | 2.0716 | 0.8531 | 0.9631 | 1.2845 | 0.713 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Losing Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Profitability (%) | 45.2381 | 47.619 | 42.8571 | 45.2381 | 47.619 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.6675 | 2.2788 | 1.1374 | 1.1659 | 1.413 | 0.9507 |
Largest Winning Trade | 270071 | 270071 | 74429 | 107769 | 107769 | 60291 |
Largest Losing Trade | -39892 | -37237 | -39892 | -42311 | -42311 | -42172 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 77 | 71 | 83 | 77 | 71 | 83 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 10810 | 5251 | 5559 | 10810 | 5251 | 5559 |
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 | 240647 | 366190 | -582163 | -579863 | -244683 | -583830 |
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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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