Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367465.8121 | 457721.8785 | -90256.0664 | -24850.0468 | 121552.2322 | -146402.279 |
Total P&L (%) | 367.4658 | 457.7219 | -90.2561 | -24.85 | 121.5522 | -146.4023 |
Avg Daily Profit (%) | 0.1764 | 0.2197 | -0.0433 | -0.0137 | 0.0382 | 0 |
Buy And Hold Return (%) | 102.7664 | 102.7664 | 102.7664 | 102.7664 | 102.7664 | 102.7664 |
Max Trade Drawdown | -151613 | -87721 | -104127 | -462605 | -253672 | -317118 |
Profit Factor | 1.3558 | 1.9477 | 0.8358 | 0.9882 | 1.1228 | 0.8693 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Losing Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Profitability (%) | 46.0808 | 45.9716 | 46.1905 | 46.0808 | 45.9716 | 46.1905 |
Ratio Avg Win / Avg Loss | 1.5865 | 2.289 | 0.9737 | 1.1563 | 1.3196 | 1.0126 |
Largest Winning Trade | 418152 | 418152 | 43617 | 241801 | 241801 | 162336 |
Largest Losing Trade | -27204 | -16551 | -27204 | -102707 | -55591 | -102707 |
Avg Bars in Trades | 56 | 47 | 65 | 56 | 47 | 65 |
Avg Bars in Winners | 74 | 60 | 88 | 74 | 60 | 88 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 23873 | 10086 | 13787 | 23873 | 10086 | 13787 |
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 | 253170 | 311485 | -581715 | -578434 | -337227 | -580049 |
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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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