Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449751.4693 | 508048.5684 | -58297.0992 | -62210.0715 | 256680.9631 | -318891.0346 |
Total P&L (%) | 449.7515 | 508.0486 | -58.2971 | -62.2101 | 256.681 | -318.891 |
Avg Daily Profit (%) | 0.2063 | 0.2331 | -0.0267 | -0.0446 | 0.0584 | 0 |
Buy And Hold Return (%) | 121.9348 | 121.9348 | 121.9348 | 121.9348 | 121.9348 | 121.9348 |
Max Trade Drawdown | -132427 | -105891 | -196162 | -258469 | -155069 | -397008 |
Profit Factor | 1.2175 | 1.5371 | 0.9481 | 0.9741 | 1.2462 | 0.7654 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Losing Trades | 206 | 104 | 102 | 206 | 104 | 102 |
Profitability (%) | 49.8783 | 49.5146 | 50.2439 | 49.8783 | 49.5146 | 50.2439 |
Ratio Avg Win / Avg Loss | 1.2234 | 1.5672 | 0.9388 | 0.9789 | 1.2707 | 0.758 |
Largest Winning Trade | 136145 | 136145 | 39354 | 88021 | 88021 | 48815 |
Largest Losing Trade | -62080 | -41044 | -62080 | -113897 | -57140 | -113897 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 6504 | 3261 | 3243 | 6504 | 3261 | 3243 |
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 | 256837 | 342066 | -579951 | -578399 | -120815 | -579951 |
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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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