Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315342.3968 | 418306.3202 | -102963.9234 | -73927.2226 | 75956.2759 | -149883.4985 |
Total P&L (%) | 315.3424 | 418.3063 | -102.9639 | -73.9272 | 75.9563 | -149.8835 |
Avg Daily Profit (%) | 0.1514 | 0.2009 | -0.0494 | -0.0645 | 0.0271 | 0 |
Buy And Hold Return (%) | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 |
Max Trade Drawdown | -279255 | -217672 | -310624 | -135183 | -74538 | -213291 |
Profit Factor | 1.2203 | 1.716 | 0.8785 | 0.8794 | 1.3222 | 0.6029 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Losing Trades | 120 | 56 | 64 | 120 | 56 | 64 |
Profitability (%) | 50.2075 | 53.3333 | 47.1074 | 50.2075 | 53.3333 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.2102 | 1.5015 | 0.9864 | 0.8722 | 1.1569 | 0.677 |
Largest Winning Trade | 107204 | 107204 | 63261 | 45619 | 28504 | 45619 |
Largest Losing Trade | -52601 | -42290 | -52601 | -37635 | -37635 | -34059 |
Avg Bars in Trades | 101 | 95 | 108 | 101 | 95 | 108 |
Avg Bars in Winners | 114 | 107 | 122 | 114 | 107 | 122 |
Avg Bars in Losers | 89 | 81 | 96 | 89 | 81 | 96 |
Bars Traded | 24563 | 11405 | 13158 | 24563 | 11405 | 13158 |
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 | 202870 | 349454 | -582135 | -579490 | -321984 | -582135 |
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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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