Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286132.2941 | 313257.9954 | -27125.7013 | 2942.801 | 74058.2097 | -71115.4088 |
Total P&L (%) | 286.1323 | 313.258 | -27.1257 | 2.9428 | 74.0582 | -71.1154 |
Avg Daily Profit (%) | 0.2027 | 0.222 | -0.0192 | 0.0021 | 0.0393 | -0.088 |
Buy And Hold Return (%) | 24.5525 | 24.5525 | 24.5525 | 24.5525 | 24.5525 | 24.5525 |
Max Trade Drawdown | -124000 | -129076 | -120875 | -114825 | -75704 | -125637 |
Profit Factor | 1.261 | 1.5903 | 0.952 | 1.0035 | 1.1825 | 0.8362 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 206 | 104 | 102 | 206 | 104 | 102 |
Losing Trades | 202 | 100 | 102 | 202 | 100 | 102 |
Profitability (%) | 50.4902 | 50.9804 | 50 | 50.4902 | 50.9804 | 50 |
Ratio Avg Win / Avg Loss | 1.2365 | 1.5291 | 0.952 | 0.984 | 1.137 | 0.8362 |
Largest Winning Trade | 170274 | 170274 | 63221 | 83663 | 83663 | 30041 |
Largest Losing Trade | -26314 | -25581 | -26314 | -28029 | -28029 | -20639 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 16725 | 7683 | 9041 | 16725 | 7683 | 9041 |
Profit Streak | 0 | 0 | 490.1322 | 0 | 0 | 490.1322 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348705 | 411020 | -579305 | -571987 | -162671 | -579305 |
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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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