Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311079.9951 | 380275.2411 | -69195.2461 | -72577.6706 | 98792.6825 | -171370.353 |
Total P&L (%) | 311.08 | 380.2752 | -69.1952 | -72.5777 | 98.7927 | -171.3704 |
Avg Daily Profit (%) | 0.1616 | 0.1976 | -0.036 | -0.0672 | 0.0357 | 0 |
Buy And Hold Return (%) | 67.2823 | 67.2823 | 67.2823 | 67.2823 | 67.2823 | 67.2823 |
Max Trade Drawdown | -190085 | -164490 | -173266 | -168693 | -77287 | -208439 |
Profit Factor | 1.2289 | 1.5469 | 0.8958 | 0.8902 | 1.3606 | 0.5569 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 50.1976 | 48.4127 | 51.9685 | 50.1976 | 48.4127 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.2192 | 1.6484 | 0.8279 | 0.8831 | 1.4498 | 0.5147 |
Largest Winning Trade | 118777 | 118777 | 43108 | 53103 | 53103 | 30850 |
Largest Losing Trade | -64272 | -52179 | -64272 | -61975 | -53413 | -61975 |
Avg Bars in Trades | 90 | 110 | 69 | 90 | 110 | 69 |
Avg Bars in Winners | 105 | 132 | 80 | 105 | 132 | 80 |
Avg Bars in Losers | 75 | 90 | 58 | 75 | 90 | 58 |
Bars Traded | 22822 | 13956 | 8866 | 22822 | 13956 | 8866 |
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 | 238457 | 308474 | -580739 | -579428 | -165651 | -580739 |
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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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