Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629906.6647 | 738020.6694 | -108114.0047 | -72617.3224 | 206592.5746 | -279209.8971 |
Total P&L (%) | 629.9067 | 738.0207 | -108.114 | -72.6173 | 206.5926 | -279.2099 |
Avg Daily Profit (%) | 0.3412 | 0.3998 | -0.0586 | -0.0701 | 0.0607 | 0 |
Buy And Hold Return (%) | 69.7339 | 69.7339 | 69.7339 | 69.7339 | 69.7339 | 69.7339 |
Max Trade Drawdown | -195643 | -116106 | -175360 | -336768 | -179308 | -271250 |
Profit Factor | 1.4601 | 1.9966 | 0.828 | 0.9249 | 1.4296 | 0.4255 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Profitability (%) | 39.9083 | 34.8624 | 44.9541 | 39.9083 | 34.8624 | 44.9541 |
Ratio Avg Win / Avg Loss | 2.1986 | 3.7305 | 1.0139 | 1.3927 | 2.6711 | 0.5211 |
Largest Winning Trade | 416548 | 416548 | 54356 | 188632 | 188632 | 21947 |
Largest Losing Trade | -57220 | -41370 | -57220 | -125200 | -125200 | -101528 |
Avg Bars in Trades | 100 | 132 | 69 | 100 | 132 | 69 |
Avg Bars in Winners | 154 | 230 | 95 | 154 | 230 | 95 |
Avg Bars in Losers | 65 | 80 | 47 | 65 | 80 | 47 |
Bars Traded | 21977 | 14437 | 7539 | 21977 | 14437 | 7539 |
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 | 310854 | 265977 | -581337 | -581894 | -119165 | -583004 |
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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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