Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294780.8435 | 297802.5036 | -3021.6601 | 10586.2173 | 324000.5559 | -313414.3386 |
Total P&L (%) | 294.7808 | 297.8025 | -3.0217 | 10.5862 | 324.0006 | -313.4143 |
Avg Daily Profit (%) | 0.2088 | 0.2109 | -0.0021 | 0.0071 | 0.1024 | 0 |
Buy And Hold Return (%) | 11.6724 | 11.6724 | 11.6724 | 11.6724 | 11.6724 | 11.6724 |
Max Trade Drawdown | -222865 | -144749 | -103926 | -772596 | -316372 | -511063 |
Profit Factor | 1.202 | 1.3979 | 0.9957 | 1.0039 | 1.244 | 0.7753 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 259 | 126 | 133 | 259 | 126 | 133 |
Losing Trades | 207 | 107 | 100 | 207 | 107 | 100 |
Profitability (%) | 55.5794 | 54.0773 | 57.0815 | 55.5794 | 54.0773 | 57.0815 |
Ratio Avg Win / Avg Loss | 0.9607 | 1.1871 | 0.7487 | 0.8023 | 1.0564 | 0.5829 |
Largest Winning Trade | 109225 | 109225 | 53010 | 148357 | 148357 | 81148 |
Largest Losing Trade | -42875 | -40762 | -42875 | -246949 | -103255 | -246949 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 8372 | 4104 | 4268 | 8372 | 4104 | 4268 |
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 | 322239 | 355199 | -578918 | -563560 | -55100 | -578918 |
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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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