Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275254.253 | 307554.9175 | -32300.6644 | 20832.3696 | 126606.3566 | -105773.987 |
Total P&L (%) | 275.2543 | 307.5549 | -32.3007 | 20.8324 | 126.6064 | -105.774 |
Avg Daily Profit (%) | 0.1949 | 0.2178 | -0.0229 | 0.0134 | 0.058 | 0 |
Buy And Hold Return (%) | 45.0604 | 45.0604 | 45.0604 | 45.0604 | 45.0604 | 45.0604 |
Max Trade Drawdown | -151884 | -97848 | -156190 | -553289 | -360956 | -324980 |
Profit Factor | 1.2566 | 1.6173 | 0.9438 | 1.0098 | 1.1196 | 0.9019 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 45.1327 | 45.1327 | 45.1327 | 45.1327 | 45.1327 | 45.1327 |
Ratio Avg Win / Avg Loss | 1.5276 | 1.9661 | 1.1474 | 1.2275 | 1.3611 | 1.0964 |
Largest Winning Trade | 141496 | 141496 | 45063 | 310636 | 310636 | 104429 |
Largest Losing Trade | -34110 | -34110 | -21025 | -96991 | -96991 | -59856 |
Avg Bars in Trades | 24 | 19 | 28 | 24 | 19 | 28 |
Avg Bars in Winners | 32 | 23 | 40 | 32 | 23 | 40 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 5443 | 2230 | 3213 | 5443 | 2230 | 3213 |
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 | 269306 | 318595 | -580980 | -550946 | -209681 | -580980 |
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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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