Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501709.77 | 545200.7502 | -43490.9802 | 1258.3506 | 242702.4994 | -241444.1488 |
Total P&L (%) | 501.7098 | 545.2008 | -43.491 | 1.2584 | 242.7025 | -241.4441 |
Avg Daily Profit (%) | 0.2736 | 0.2973 | -0.0237 | 0.0007 | 0.0672 | 0 |
Buy And Hold Return (%) | 153.9203 | 153.9203 | 153.9203 | 153.9203 | 153.9203 | 153.9203 |
Max Trade Drawdown | -159721 | -101909 | -102764 | -509083 | -353246 | -314830 |
Profit Factor | 1.627 | 2.6568 | 0.9077 | 1.0006 | 1.2679 | 0.8167 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 47.8873 | 45.7944 | 50 | 47.8873 | 45.7944 | 50 |
Ratio Avg Win / Avg Loss | 1.7706 | 3.1448 | 0.9077 | 1.0889 | 1.5008 | 0.8167 |
Largest Winning Trade | 485147 | 485147 | 46081 | 419163 | 419163 | 121818 |
Largest Losing Trade | -53714 | -35737 | -53714 | -243003 | -208015 | -243003 |
Avg Bars in Trades | 32 | 31 | 34 | 32 | 31 | 34 |
Avg Bars in Winners | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Losers | 27 | 24 | 31 | 27 | 24 | 31 |
Bars Traded | 6992 | 3374 | 3618 | 6992 | 3374 | 3618 |
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 | 329763 | 338514 | -581049 | -577286 | -113834 | -581049 |
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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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