Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213742.615 | 227003.2752 | -13260.6602 | 135690.5548 | 562353.9025 | -426663.3477 |
Total P&L (%) | 213.7426 | 227.0033 | -13.2607 | 135.6906 | 562.3539 | -426.6633 |
Avg Daily Profit (%) | 0.2411 | 0.256 | -0.015 | 0.0968 | 0.2135 | 0 |
Buy And Hold Return (%) | 233.064 | 233.064 | 233.064 | 233.064 | 233.064 | 233.064 |
Max Trade Drawdown | -124685 | -48799 | -148611 | -427513 | -102143 | -657921 |
Profit Factor | 1.3246 | 2.211 | 0.9718 | 1.0923 | 2.7605 | 0.6291 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 55.0265 | 54.2553 | 55.7895 | 55.0265 | 54.2553 | 55.7895 |
Ratio Avg Win / Avg Loss | 1.0826 | 1.8641 | 0.7701 | 0.8928 | 2.3275 | 0.4985 |
Largest Winning Trade | 62067 | 62067 | 32607 | 152052 | 152052 | 68883 |
Largest Losing Trade | -38896 | -14745 | -38896 | -193075 | -39585 | -193075 |
Avg Bars in Trades | 54 | 49 | 60 | 54 | 49 | 60 |
Avg Bars in Winners | 51 | 45 | 56 | 51 | 45 | 56 |
Avg Bars in Losers | 58 | 53 | 64 | 58 | 53 | 64 |
Bars Traded | 10363 | 4654 | 5709 | 10363 | 4654 | 5709 |
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 | -155929 | -153221 | -580328 | -348579 | 343177 | -580328 |
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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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