Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404204.9791 | 423731.9064 | -19526.9273 | 134656.5322 | 267443.1593 | -132786.6271 |
Total P&L (%) | 404.205 | 423.7319 | -19.5269 | 134.6565 | 267.4432 | -132.7866 |
Avg Daily Profit (%) | 0.2864 | 0.3002 | -0.0138 | 0.0605 | 0.0923 | 0 |
Buy And Hold Return (%) | 58.1353 | 58.1353 | 58.1353 | 58.1353 | 58.1353 | 58.1353 |
Max Trade Drawdown | -92940 | -100736 | -72414 | -251351 | -204458 | -177448 |
Profit Factor | 1.604 | 2.3611 | 0.9454 | 1.1149 | 1.4552 | 0.7729 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 50.7614 | 50.5051 | 51.0204 | 50.7614 | 50.5051 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.5559 | 2.3139 | 0.9076 | 1.0814 | 1.4261 | 0.7419 |
Largest Winning Trade | 225734 | 225734 | 67620 | 236666 | 236666 | 85134 |
Largest Losing Trade | -26225 | -24954 | -26225 | -87308 | -87308 | -51601 |
Avg Bars in Trades | 81 | 73 | 88 | 81 | 73 | 88 |
Avg Bars in Winners | 107 | 103 | 112 | 107 | 103 | 112 |
Avg Bars in Losers | 53 | 44 | 63 | 53 | 44 | 63 |
Bars Traded | 15961 | 7319 | 8642 | 15961 | 7319 | 8642 |
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 | 449790 | 459006 | -580938 | -210015 | -70683 | -580938 |
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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) |
---|