Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150016.8137 | 290462.8444 | -140446.0307 | -93883.435 | 9121.2526 | -103004.6876 |
Total P&L (%) | 150.0168 | 290.4628 | -140.446 | -93.8834 | 9.1213 | -103.0047 |
Avg Daily Profit (%) | 0.0807 | 0.1563 | -0.0756 | -0.1503 | 0.0047 | 0 |
Buy And Hold Return (%) | 27.7028 | 27.7028 | 27.7028 | 27.7028 | 27.7028 | 27.7028 |
Max Trade Drawdown | -164132 | -96751 | -237210 | -95437 | -46840 | -95709 |
Profit Factor | 1.0735 | 1.339 | 0.8815 | 0.8286 | 1.0421 | 0.6887 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 215 | 105 | 110 | 215 | 105 | 110 |
Losing Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Profitability (%) | 54.0201 | 52.7638 | 55.2764 | 54.0201 | 52.7638 | 55.2764 |
Ratio Avg Win / Avg Loss | 0.9137 | 1.1987 | 0.7132 | 0.7053 | 0.9329 | 0.5573 |
Largest Winning Trade | 49099 | 48780 | 49099 | 22076 | 14047 | 22076 |
Largest Losing Trade | -61014 | -31557 | -61014 | -24346 | -17149 | -24346 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5324 | 2662 | 2662 | 5324 | 2662 | 2662 |
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 | -224707 | 312921 | -579329 | -577898 | -527101 | -579329 |
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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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