Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479487.5326 | 517549.0179 | -38061.4853 | -1338.3882 | 793883.5664 | -795221.9546 |
Total P&L (%) | 479.4875 | 517.549 | -38.0615 | -1.3384 | 793.8836 | -795.222 |
Avg Daily Profit (%) | 0.2581 | 0.2786 | -0.0205 | -0.0007 | 0.118 | 0 |
Buy And Hold Return (%) | 31.6532 | 31.6532 | 31.6532 | 31.6532 | 31.6532 | 31.6532 |
Max Trade Drawdown | -237281 | -185169 | -129023 | -2467344 | -1749372 | -1941606 |
Profit Factor | 1.4904 | 2.0797 | 0.9236 | 0.9998 | 1.239 | 0.8209 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 43.3333 | 39.0476 | 47.619 | 43.3333 | 39.0476 | 47.619 |
Ratio Avg Win / Avg Loss | 1.949 | 3.2463 | 1.016 | 1.3075 | 1.934 | 0.903 |
Largest Winning Trade | 314721 | 314721 | 65550 | 802928 | 738338 | 802928 |
Largest Losing Trade | -26216 | -24027 | -26216 | -481994 | -481994 | -476142 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5415 | 2417 | 2998 | 5415 | 2417 | 2998 |
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 | 333371 | 302655 | -580034 | -580326 | -38543 | -581700 |
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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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