Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332066.2208 | 448546.1667 | -116479.9459 | -97770.7453 | 103344.9148 | -201115.6601 |
Total P&L (%) | 332.0662 | 448.5462 | -116.4799 | -97.7707 | 103.3449 | -201.1157 |
Avg Daily Profit (%) | 0.1795 | 0.2425 | -0.063 | -0.2054 | 0.0384 | 0 |
Buy And Hold Return (%) | 179.4446 | 179.4446 | 179.4446 | 179.4446 | 179.4446 | 179.4446 |
Max Trade Drawdown | -221013 | -82151 | -249727 | -119126 | -47457 | -197940 |
Profit Factor | 1.1955 | 1.7135 | 0.8912 | 0.7557 | 2.1502 | 0.352 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 170 | 82 | 88 | 170 | 82 | 88 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 54.8387 | 52.9032 | 56.7742 | 54.8387 | 52.9032 | 56.7742 |
Ratio Avg Win / Avg Loss | 0.9845 | 1.5255 | 0.6785 | 0.6224 | 1.9142 | 0.268 |
Largest Winning Trade | 55350 | 55350 | 44159 | 33146 | 33146 | 22741 |
Largest Losing Trade | -91540 | -42720 | -91540 | -101261 | -39410 | -101261 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 5349 | 2571 | 2778 | 5349 | 2571 | 2778 |
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 | -5091 | 309029 | -579365 | -578251 | -302421 | -579365 |
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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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