Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407752.1543 | 416260.6086 | -8508.4544 | 164666.4885 | 582606.1822 | -417939.6937 |
Total P&L (%) | 407.7522 | 416.2606 | -8.5085 | 164.6665 | 582.6062 | -417.9397 |
Avg Daily Profit (%) | 0.2224 | 0.2271 | -0.0046 | 0.0531 | 0.1048 | 0 |
Buy And Hold Return (%) | 132.4951 | 132.4951 | 132.4951 | 132.4951 | 132.4951 | 132.4951 |
Max Trade Drawdown | -103068 | -73859 | -99486 | -847661 | -415208 | -886060 |
Profit Factor | 1.3454 | 1.7853 | 0.9869 | 1.0297 | 1.2346 | 0.8636 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Losing Trades | 193 | 92 | 101 | 193 | 92 | 101 |
Profitability (%) | 47.5543 | 50 | 45.1087 | 47.5543 | 50 | 45.1087 |
Ratio Avg Win / Avg Loss | 1.4837 | 1.7853 | 1.201 | 1.1356 | 1.2346 | 1.0509 |
Largest Winning Trade | 156777 | 156777 | 48781 | 267271 | 267271 | 236180 |
Largest Losing Trade | -48141 | -48141 | -45218 | -324460 | -186743 | -324460 |
Avg Bars in Trades | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Winners | 71 | 61 | 81 | 71 | 61 | 81 |
Avg Bars in Losers | 48 | 48 | 47 | 48 | 48 | 47 |
Bars Traded | 21727 | 10104 | 11623 | 21727 | 10104 | 11623 |
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 | 219765 | 311809 | -580605 | -399126 | -54383 | -580605 |
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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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