Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250047.4662 | 248111.8314 | 1935.6348 | 10970.0313 | 128364.671 | -117394.6397 |
Total P&L (%) | 250.0475 | 248.1118 | 1.9356 | 10.97 | 128.3647 | -117.3946 |
Avg Daily Profit (%) | 0.2008 | 0.1992 | 0.0016 | 0.0084 | 0.0663 | 0 |
Buy And Hold Return (%) | 14.9126 | 14.9126 | 14.9126 | 14.9126 | 14.9126 | 14.9126 |
Max Trade Drawdown | -109782 | -93474 | -94331 | -199504 | -158047 | -206752 |
Profit Factor | 1.3284 | 1.6444 | 1.0051 | 1.0094 | 1.2213 | 0.7983 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 45.8824 | 44.7059 | 47.0588 | 45.8824 | 44.7059 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.5668 | 2.0338 | 1.1308 | 1.1906 | 1.5106 | 0.8981 |
Largest Winning Trade | 173058 | 173058 | 47800 | 165040 | 165040 | 52392 |
Largest Losing Trade | -44420 | -28571 | -44420 | -99581 | -50827 | -99581 |
Avg Bars in Trades | 42 | 50 | 35 | 42 | 50 | 35 |
Avg Bars in Winners | 54 | 59 | 48 | 54 | 59 | 48 |
Avg Bars in Losers | 33 | 42 | 22 | 33 | 42 | 22 |
Bars Traded | 7275 | 4299 | 2977 | 7275 | 4299 | 2977 |
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 | 298265 | 300335 | -572853 | -558294 | -106047 | -582248 |
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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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