Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550560.5029 | 588811.0811 | -38250.5781 | 60638.5189 | 273267.3323 | -212628.8134 |
Total P&L (%) | 550.5605 | 588.8111 | -38.2506 | 60.6385 | 273.2673 | -212.6288 |
Avg Daily Profit (%) | 0.2996 | 0.3204 | -0.0208 | 0.0258 | 0.0717 | 0 |
Buy And Hold Return (%) | 217.2297 | 217.2297 | 217.2297 | 217.2297 | 217.2297 | 217.2297 |
Max Trade Drawdown | -140648 | -69408 | -110489 | -374311 | -198270 | -260929 |
Profit Factor | 1.5769 | 2.2507 | 0.9209 | 1.0295 | 1.263 | 0.7903 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 44.3137 | 46.0938 | 42.5197 | 44.3137 | 46.0938 | 42.5197 |
Ratio Avg Win / Avg Loss | 1.9816 | 2.6322 | 1.2449 | 1.2938 | 1.477 | 1.0684 |
Largest Winning Trade | 518240 | 518240 | 46850 | 351999 | 351999 | 63441 |
Largest Losing Trade | -34649 | -34649 | -25875 | -95626 | -95626 | -52975 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 5317 | 2630 | 2687 | 5317 | 2630 | 2687 |
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 | 275473 | 306963 | -581959 | -512828 | -184327 | -581959 |
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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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