Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297896.2177 | 434534.815 | -136638.5973 | -93897.3927 | 23291.2881 | -117188.6808 |
Total P&L (%) | 297.8962 | 434.5348 | -136.6386 | -93.8974 | 23.2913 | -117.1887 |
Avg Daily Profit (%) | 0.1595 | 0.2326 | -0.0731 | -0.1496 | 0.0112 | 0 |
Buy And Hold Return (%) | 12.6372 | 12.6372 | 12.6372 | 12.6372 | 12.6372 | 12.6372 |
Max Trade Drawdown | -263495 | -140993 | -215947 | -107576 | -50606 | -79566 |
Profit Factor | 1.1997 | 1.5393 | 0.8008 | 0.6969 | 1.1968 | 0.3879 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 126 | 56 | 70 | 126 | 56 | 70 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 50.1992 | 44.8 | 55.5556 | 50.1992 | 44.8 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1902 | 1.8967 | 0.6406 | 0.6914 | 1.4746 | 0.3103 |
Largest Winning Trade | 304194 | 304194 | 37000 | 26544 | 26544 | 13871 |
Largest Losing Trade | -59153 | -49583 | -59153 | -45684 | -22770 | -45684 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 5272 | 2885 | 2387 | 5272 | 2885 | 2387 |
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 | 290620 | 309264 | -579999 | -579161 | -191830 | -579999 |
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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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