Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383876.2048 | 459669.8116 | -75793.6067 | -77953.6651 | 28709.8184 | -106663.4835 |
Total P&L (%) | 383.8762 | 459.6698 | -75.7936 | -77.9537 | 28.7098 | -106.6635 |
Avg Daily Profit (%) | 0.1652 | 0.1978 | -0.0326 | -0.065 | 0.0109 | 0 |
Buy And Hold Return (%) | 87.2255 | 87.2255 | 87.2255 | 87.2255 | 87.2255 | 87.2255 |
Max Trade Drawdown | -156783 | -155461 | -349232 | -244793 | -128297 | -238183 |
Profit Factor | 1.1736 | 1.4771 | 0.9392 | 0.9195 | 1.0634 | 0.7932 |
Total Trades | 447 | 224 | 223 | 447 | 224 | 223 |
Winning Trades | 236 | 112 | 124 | 236 | 112 | 124 |
Losing Trades | 211 | 112 | 99 | 211 | 112 | 99 |
Profitability (%) | 52.7964 | 50 | 55.6054 | 52.7964 | 50 | 55.6054 |
Ratio Avg Win / Avg Loss | 1.0493 | 1.4771 | 0.7499 | 0.8221 | 1.0634 | 0.6333 |
Largest Winning Trade | 97808 | 97808 | 30553 | 32994 | 29174 | 32994 |
Largest Losing Trade | -63564 | -51709 | -63564 | -128297 | -128297 | -48237 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4395 | 2201 | 2194 | 4395 | 2201 | 2194 |
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 | -21103 | 306350 | -579162 | -577801 | -493998 | -579162 |
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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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