Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483101.0442 | 542475.7732 | -59374.729 | -96550.166 | 321285.6477 | -417835.8137 |
Total P&L (%) | 483.101 | 542.4758 | -59.3747 | -96.5502 | 321.2856 | -417.8358 |
Avg Daily Profit (%) | 0.2616 | 0.2937 | -0.0321 | -0.1821 | 0.0779 | 0 |
Buy And Hold Return (%) | 66.9916 | 66.9916 | 66.9916 | 66.9916 | 66.9916 | 66.9916 |
Max Trade Drawdown | -282143 | -84414 | -243419 | -876293 | -170104 | -810561 |
Profit Factor | 1.2976 | 1.8266 | 0.9386 | 0.9368 | 1.7086 | 0.6114 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 120 | 55 | 65 | 114 | 59 | 55 |
Losing Trades | 108 | 59 | 49 | 114 | 55 | 59 |
Profitability (%) | 52.6316 | 48.2456 | 57.0175 | 50 | 51.7544 | 48.2456 |
Ratio Avg Win / Avg Loss | 1.1679 | 1.9594 | 0.7076 | 0.9368 | 1.5927 | 0.6559 |
Largest Winning Trade | 93906 | 93906 | 54766 | 259632 | 259632 | 120739 |
Largest Losing Trade | -109681 | -43269 | -109681 | -718578 | -47227 | -718578 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 16 |
Bars Traded | 3678 | 1835 | 1843 | 3678 | 1835 | 1843 |
Profit Streak | 0 | 32.835 | 0 | 0 | 32.835 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361033 | 438824 | -579841 | -579307 | -86429 | -581433 |
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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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