Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463762.6749 | 492309.5587 | -28546.8839 | 107964.5608 | 167852.3685 | -59887.8077 |
Total P&L (%) | 463.7627 | 492.3096 | -28.5469 | 107.9646 | 167.8524 | -59.8878 |
Avg Daily Profit (%) | 0.2866 | 0.3043 | -0.0176 | 0.0453 | 0.0609 | -0.0564 |
Buy And Hold Return (%) | 23.8347 | 23.8347 | 23.8347 | 23.8347 | 23.8347 | 23.8347 |
Max Trade Drawdown | -135348 | -138490 | -170821 | -325702 | -328696 | -207209 |
Profit Factor | 1.476 | 1.9674 | 0.9387 | 1.0619 | 1.169 | 0.9201 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 40 | 40.8602 | 39.1304 | 40 | 40.8602 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.2139 | 2.8476 | 1.4602 | 1.5929 | 1.6919 | 1.4313 |
Largest Winning Trade | 196710 | 196710 | 59643 | 192517 | 192517 | 154611 |
Largest Losing Trade | -36551 | -34603 | -36551 | -143203 | -143203 | -57060 |
Avg Bars in Trades | 102 | 101 | 103 | 102 | 101 | 103 |
Avg Bars in Winners | 152 | 157 | 146 | 152 | 157 | 146 |
Avg Bars in Losers | 68 | 61 | 74 | 68 | 61 | 74 |
Bars Traded | 18886 | 9409 | 9477 | 18886 | 9409 | 9477 |
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 | 277616 | 302019 | -583646 | -288414 | -149007 | -583646 |
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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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