Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533159.9761 | 539012.0618 | -5852.0856 | 189612.1556 | 461246.6964 | -271634.5408 |
Total P&L (%) | 533.16 | 539.0121 | -5.8521 | 189.6122 | 461.2467 | -271.6345 |
Avg Daily Profit (%) | 0.2132 | 0.2155 | -0.0023 | 0.0425 | 0.069 | 0 |
Buy And Hold Return (%) | 206.1331 | 206.1331 | 206.1331 | 206.1331 | 206.1331 | 206.1331 |
Max Trade Drawdown | -116513 | -82084 | -133128 | -407773 | -209602 | -446946 |
Profit Factor | 1.4802 | 1.9918 | 0.9897 | 1.0699 | 1.351 | 0.8059 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 57.0866 | 57.4803 | 56.6929 | 57.0866 | 57.4803 | 56.6929 |
Ratio Avg Win / Avg Loss | 1.1127 | 1.4734 | 0.756 | 0.8042 | 0.9993 | 0.6156 |
Largest Winning Trade | 273077 | 273077 | 32075 | 230031 | 230031 | 77921 |
Largest Losing Trade | -59250 | -36159 | -59250 | -150065 | -92575 | -150065 |
Avg Bars in Trades | 29 | 31 | 26 | 29 | 31 | 26 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 26 | 28 | 25 | 26 | 28 | 25 |
Bars Traded | 7402 | 3980 | 3422 | 7402 | 3980 | 3422 |
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 | 301738 | 293134 | -579849 | -444704 | -106647 | -579849 |
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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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