Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281603.1796 | 359194.5812 | -77591.4015 | -90976.7558 | -28900.8901 | -62075.8657 |
Total P&L (%) | 281.6032 | 359.1946 | -77.5914 | -90.9768 | -28.9009 | -62.0759 |
Avg Daily Profit (%) | 0.1496 | 0.1909 | -0.0412 | -0.1277 | -0.0181 | -0.0515 |
Buy And Hold Return (%) | 17.5482 | 17.5482 | 17.5482 | 17.5482 | 17.5482 | 17.5482 |
Max Trade Drawdown | -212399 | -178887 | -159077 | -473841 | -424400 | -285253 |
Profit Factor | 1.203 | 1.5372 | 0.892 | 0.9454 | 0.9657 | 0.9246 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Profitability (%) | 50.4 | 48.8 | 52 | 50.4 | 48.8 | 52 |
Ratio Avg Win / Avg Loss | 1.1839 | 1.6128 | 0.8234 | 0.9304 | 1.0132 | 0.8535 |
Largest Winning Trade | 186520 | 186520 | 37383 | 197948 | 197948 | 94768 |
Largest Losing Trade | -81435 | -35111 | -81435 | -188457 | -162765 | -188457 |
Avg Bars in Trades | 89 | 89 | 89 | 89 | 89 | 89 |
Avg Bars in Winners | 105 | 112 | 99 | 105 | 112 | 99 |
Avg Bars in Losers | 72 | 66 | 79 | 72 | 66 | 79 |
Bars Traded | 22344 | 11128 | 11216 | 22344 | 11128 | 11216 |
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 | 271857 | 341942 | -580741 | -579418 | -579800 | -580741 |
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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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