Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378866.6906 | 321474.6248 | 57392.0658 | 905601.0615 | 1112815.852 | -207214.7905 |
Total P&L (%) | 378.8667 | 321.4746 | 57.3921 | 905.6011 | 1112.8159 | -207.2148 |
Avg Daily Profit (%) | 0.4295 | 0.3644 | 0.0651 | 0.262 | 0.2833 | 0 |
Buy And Hold Return (%) | 251.4002 | 251.4002 | 251.4002 | 251.4002 | 251.4002 | 251.4002 |
Max Trade Drawdown | -74325 | -53271 | -95495 | -819479 | -374572 | -673899 |
Profit Factor | 1.415 | 1.8148 | 1.1107 | 1.194 | 1.5692 | 0.9236 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Losing Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Profitability (%) | 54.8951 | 55.9441 | 53.8462 | 54.8951 | 55.9441 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.1627 | 1.4291 | 0.9521 | 0.981 | 1.2357 | 0.7917 |
Largest Winning Trade | 49570 | 49570 | 24250 | 519404 | 519404 | 208883 |
Largest Losing Trade | -27960 | -18712 | -27960 | -270853 | -159980 | -270853 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5155 | 2576 | 2578 | 5155 | 2576 | 2578 |
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 | 93676 | -66828 | -371622 | -435 | 342295 | -580177 |
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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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