Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480151.0788 | 516062.1555 | -35911.0767 | -72328.453 | 143383.0239 | -215711.4769 |
Total P&L (%) | 480.1511 | 516.0622 | -35.9111 | -72.3285 | 143.383 | -215.7115 |
Avg Daily Profit (%) | 0.2635 | 0.2832 | -0.0197 | -0.0705 | 0.0488 | 0 |
Buy And Hold Return (%) | 71.8964 | 71.8964 | 71.8964 | 71.8964 | 71.8964 | 71.8964 |
Max Trade Drawdown | -157816 | -83698 | -162244 | -137530 | -87273 | -218372 |
Profit Factor | 1.4383 | 1.9043 | 0.9316 | 0.906 | 1.4593 | 0.5281 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 56.7568 | 52.1739 | 61.2903 | 56.7568 | 52.1739 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0959 | 1.7456 | 0.5884 | 0.6903 | 1.3376 | 0.3335 |
Largest Winning Trade | 387576 | 387576 | 55758 | 69082 | 69082 | 27971 |
Largest Losing Trade | -73370 | -43508 | -73370 | -108382 | -30146 | -108382 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 20 | 23 | 18 | 20 | 23 | 18 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 3417 | 1863 | 1554 | 3417 | 1863 | 1554 |
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 | 396026 | 454145 | -579342 | -578655 | -133335 | -579342 |
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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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