Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741557.3153 | 747155.5945 | -5598.2792 | 211713.6967 | 303343.5594 | -91629.8627 |
Total P&L (%) | 741.5573 | 747.1556 | -5.5983 | 211.7137 | 303.3436 | -91.6299 |
Avg Daily Profit (%) | 0.3559 | 0.3586 | -0.0027 | 0.0546 | 0.067 | -0.119 |
Buy And Hold Return (%) | 76.8786 | 76.8786 | 76.8786 | 76.8786 | 76.8786 | 76.8786 |
Max Trade Drawdown | -119677 | -116444 | -207303 | -337424 | -180173 | -349795 |
Profit Factor | 1.6492 | 2.3669 | 0.9906 | 1.1084 | 1.3169 | 0.908 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Profitability (%) | 42.3077 | 44.2308 | 40.3846 | 42.3077 | 44.2308 | 40.3846 |
Ratio Avg Win / Avg Loss | 2.2489 | 2.9844 | 1.4623 | 1.5115 | 1.6604 | 1.3403 |
Largest Winning Trade | 303871 | 303871 | 82319 | 310862 | 310862 | 88058 |
Largest Losing Trade | -48688 | -48688 | -47378 | -92106 | -80832 | -92106 |
Avg Bars in Trades | 117 | 120 | 114 | 117 | 120 | 114 |
Avg Bars in Winners | 160 | 156 | 164 | 160 | 156 | 164 |
Avg Bars in Losers | 86 | 92 | 80 | 86 | 92 | 80 |
Bars Traded | 24494 | 12572 | 11922 | 24494 | 12572 | 11922 |
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 | 381283 | 409723 | -583127 | -225413 | -107013 | -583127 |
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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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