Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454219.128 | 604452.6103 | -150233.4822 | -47387.6319 | 81981.7215 | -129369.3534 |
Total P&L (%) | 454.2191 | 604.4526 | -150.2335 | -47.3876 | 81.9817 | -129.3694 |
Avg Daily Profit (%) | 0.2011 | 0.2676 | -0.0665 | -0.0284 | 0.0265 | 0 |
Buy And Hold Return (%) | 192.7313 | 192.7313 | 192.7313 | 192.7313 | 192.7313 | 192.7313 |
Max Trade Drawdown | -276400 | -60844 | -342492 | -163987 | -14927 | -188891 |
Profit Factor | 1.4557 | 3.13 | 0.7893 | 0.8855 | 1.7442 | 0.5741 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 40.7821 | 43.3333 | 38.2022 | 40.7821 | 43.3333 | 38.2022 |
Ratio Avg Win / Avg Loss | 2.1137 | 4.093 | 1.2768 | 1.2858 | 2.2809 | 0.9287 |
Largest Winning Trade | 382069 | 382069 | 62566 | 31503 | 31134 | 31503 |
Largest Losing Trade | -55591 | -25516 | -55591 | -44266 | -14927 | -44266 |
Avg Bars in Trades | 68 | 27 | 110 | 68 | 27 | 110 |
Avg Bars in Winners | 117 | 43 | 201 | 117 | 43 | 201 |
Avg Bars in Losers | 35 | 15 | 53 | 35 | 15 | 53 |
Bars Traded | 12287 | 2491 | 9796 | 12287 | 2491 | 9796 |
Profit Streak | 0 | 0 | 61.751 | 0 | 0 | 61.751 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 94285 | 323208 | -583455 | -581758 | -322556 | -585122 |
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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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