Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330085.4021 | 330066.7139 | 18.6882 | 80072.5648 | 156866.691 | -76794.1263 |
Total P&L (%) | 330.0854 | 330.0667 | 0.0187 | 80.0726 | 156.8667 | -76.7941 |
Avg Daily Profit (%) | 0.3169 | 0.3169 | 0 | 0.0565 | 0.0906 | -0.1401 |
Buy And Hold Return (%) | 116.2142 | 116.2142 | 116.2142 | 116.2142 | 116.2142 | 116.2142 |
Max Trade Drawdown | -117502 | -93450 | -46295 | -501001 | -427038 | -179044 |
Profit Factor | 1.6402 | 1.8934 | 1.0001 | 1.0455 | 1.1266 | 0.8526 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 48.9362 | 42.8571 | 54.9296 | 48.9362 | 42.8571 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.7115 | 2.5245 | 0.8206 | 1.0909 | 1.5021 | 0.6995 |
Largest Winning Trade | 312955 | 312955 | 9667 | 337611 | 337611 | 54764 |
Largest Losing Trade | -29752 | -29752 | -14731 | -141219 | -141219 | -52230 |
Avg Bars in Trades | 167 | 288 | 48 | 167 | 288 | 48 |
Avg Bars in Winners | 203 | 394 | 55 | 203 | 394 | 55 |
Avg Bars in Losers | 134 | 209 | 40 | 134 | 209 | 40 |
Bars Traded | 23680 | 20216 | 3465 | 23680 | 20216 | 3465 |
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 | 303565 | -88274 | -666654 | -453804 | -306372 | -666819 |
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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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