Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378760.4522 | 367114.4013 | 11646.0509 | 90859.5444 | 338858.7198 | -247999.1754 |
Total P&L (%) | 378.7605 | 367.1144 | 11.6461 | 90.8595 | 338.8587 | -247.9992 |
Avg Daily Profit (%) | 0.2682 | 0.26 | 0.0082 | 0.0458 | 0.1048 | 0 |
Buy And Hold Return (%) | 98.4765 | 98.4765 | 98.4765 | 98.4765 | 98.4765 | 98.4765 |
Max Trade Drawdown | -118300 | -101274 | -93362 | -343319 | -189008 | -364993 |
Profit Factor | 1.3807 | 1.7104 | 1.0244 | 1.0541 | 1.4078 | 0.7082 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 53.6036 | 53.1532 | 54.0541 | 53.6036 | 53.1532 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.1951 | 1.5075 | 0.8707 | 0.9123 | 1.2408 | 0.6019 |
Largest Winning Trade | 159360 | 159360 | 59042 | 225589 | 225589 | 46850 |
Largest Losing Trade | -46936 | -46936 | -33605 | -77868 | -77868 | -73884 |
Avg Bars in Trades | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 5348 | 2920 | 2428 | 5348 | 2920 | 2428 |
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 | 299857 | 336200 | -542441 | -458353 | -54621 | -580233 |
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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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