Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238646.0115 | 250086.367 | -11440.3554 | 186921.734 | 1747948.4435 | -1561026.7095 |
Total P&L (%) | 238.646 | 250.0864 | -11.4404 | 186.9217 | 1747.9484 | -1561.0267 |
Avg Daily Profit (%) | 0.2727 | 0.2858 | -0.0131 | 0.1205 | 0.3338 | 0 |
Buy And Hold Return (%) | 223.0988 | 223.0988 | 223.0988 | 223.0988 | 223.0988 | 223.0988 |
Max Trade Drawdown | -173396 | -80887 | -161364 | -2146080 | -533677 | -2175973 |
Profit Factor | 1.3583 | 1.8294 | 0.9686 | 1.0346 | 1.7858 | 0.5095 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 45 | 46.6667 | 43.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.6602 | 2.0907 | 1.2666 | 1.2645 | 2.041 | 0.6663 |
Largest Winning Trade | 61211 | 61211 | 29562 | 665730 | 665730 | 162462 |
Largest Losing Trade | -23653 | -23653 | -22640 | -371774 | -371774 | -332488 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 10212 | 4820 | 5392 | 10212 | 4820 | 5392 |
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 | -135305 | -117928 | -582017 | -381404 | 394506 | -583684 |
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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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