Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216399.4372 | 301213.4618 | -84814.0245 | -75436.7218 | 122963.6237 | -198400.3455 |
Total P&L (%) | 216.3994 | 301.2135 | -84.814 | -75.4367 | 122.9636 | -198.4003 |
Avg Daily Profit (%) | 0.1163 | 0.1619 | -0.0456 | -0.0754 | 0.0431 | 0 |
Buy And Hold Return (%) | 48.2709 | 48.2709 | 48.2709 | 48.2709 | 48.2709 | 48.2709 |
Max Trade Drawdown | -247562 | -96168 | -353342 | -126454 | -14315 | -214576 |
Profit Factor | 1.1555 | 1.5381 | 0.898 | 0.7588 | 3.3518 | 0.2383 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 175 | 94 | 81 | 175 | 94 | 81 |
Losing Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Profitability (%) | 59.9315 | 64.3836 | 55.4795 | 59.9315 | 64.3836 | 55.4795 |
Ratio Avg Win / Avg Loss | 0.7726 | 0.8509 | 0.7206 | 0.5073 | 1.8542 | 0.1912 |
Largest Winning Trade | 54067 | 54067 | 40017 | 37452 | 37452 | 12728 |
Largest Losing Trade | -70888 | -38847 | -70888 | -70004 | -9519 | -70004 |
Avg Bars in Trades | 75 | 59 | 90 | 75 | 59 | 90 |
Avg Bars in Winners | 60 | 41 | 82 | 60 | 41 | 82 |
Avg Bars in Losers | 97 | 91 | 101 | 97 | 91 | 101 |
Bars Traded | 21911 | 8640 | 13271 | 21911 | 8640 | 13271 |
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 | -87784 | 300899 | -580235 | -577963 | -130732 | -580235 |
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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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