Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446222.7197 | 499582.8905 | -53360.1708 | -25424.6289 | 717356.7172 | -742781.3461 |
Total P&L (%) | 446.2227 | 499.5829 | -53.3602 | -25.4246 | 717.3567 | -742.7813 |
Avg Daily Profit (%) | 0.2758 | 0.3088 | -0.033 | -0.0181 | 0.1299 | 0 |
Buy And Hold Return (%) | 21.5407 | 21.5407 | 21.5407 | 21.5407 | 21.5407 | 21.5407 |
Max Trade Drawdown | -219938 | -194285 | -126674 | -879318 | -426405 | -910614 |
Profit Factor | 1.3892 | 1.892 | 0.909 | 0.9932 | 1.471 | 0.6611 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 43.9614 | 42.3077 | 45.6311 | 43.9614 | 42.3077 | 45.6311 |
Ratio Avg Win / Avg Loss | 1.7709 | 2.58 | 1.0831 | 1.266 | 2.0058 | 0.7877 |
Largest Winning Trade | 164057 | 164057 | 53968 | 551812 | 551812 | 188848 |
Largest Losing Trade | -61222 | -44120 | -61222 | -519262 | -163107 | -519262 |
Avg Bars in Trades | 91 | 93 | 89 | 91 | 93 | 89 |
Avg Bars in Winners | 125 | 137 | 114 | 125 | 137 | 114 |
Avg Bars in Losers | 64 | 61 | 68 | 64 | 61 | 68 |
Bars Traded | 18918 | 9706 | 9212 | 18918 | 9706 | 9212 |
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 | 314793 | 319463 | -581090 | -580376 | -20178 | -582756 |
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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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