Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381560.5858 | 407656.578 | -26095.9923 | -22056.1541 | 198390.6707 | -220446.8248 |
Total P&L (%) | 381.5606 | 407.6566 | -26.096 | -22.0562 | 198.3907 | -220.4468 |
Avg Daily Profit (%) | 0.2059 | 0.22 | -0.0141 | -0.0134 | 0.059 | 0 |
Buy And Hold Return (%) | 48.0935 | 48.0935 | 48.0935 | 48.0935 | 48.0935 | 48.0935 |
Max Trade Drawdown | -165693 | -121821 | -111959 | -548718 | -485452 | -509752 |
Profit Factor | 1.3512 | 1.7053 | 0.9487 | 0.9935 | 1.1144 | 0.8652 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 46.5347 | 44.5545 | 48.5149 | 46.5347 | 44.5545 | 48.5149 |
Ratio Avg Win / Avg Loss | 1.5524 | 2.1222 | 1.0068 | 1.1414 | 1.3868 | 0.9181 |
Largest Winning Trade | 240825 | 240825 | 46095 | 196773 | 182285 | 196773 |
Largest Losing Trade | -36012 | -30465 | -36012 | -136076 | -136076 | -125043 |
Avg Bars in Trades | 54 | 65 | 42 | 54 | 65 | 42 |
Avg Bars in Winners | 62 | 74 | 52 | 62 | 74 | 52 |
Avg Bars in Losers | 46 | 58 | 33 | 46 | 58 | 33 |
Bars Traded | 10932 | 6651 | 4281 | 10932 | 6651 | 4281 |
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 | 320016 | 310357 | -579973 | -579401 | -213314 | -581640 |
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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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