Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152581.6375 | 152559.8571 | 21.7804 | 2039.4345 | 83586.7646 | -81547.33 |
Total P&L (%) | 152.5816 | 152.5599 | 0.0218 | 2.0394 | 83.5868 | -81.5473 |
Avg Daily Profit (%) | 0.293 | 0.2929 | 0 | 0.0039 | 0.1167 | -0.3239 |
Buy And Hold Return (%) | 14.9717 | 14.9717 | 14.9717 | 14.9717 | 14.9717 | 14.9717 |
Max Trade Drawdown | -93740 | -56510 | -88463 | -179639 | -138774 | -191263 |
Profit Factor | 1.1935 | 1.3797 | 1.0001 | 1.0018 | 1.1504 | 0.8546 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 52.8369 | 51.0638 | 54.6099 | 52.8369 | 51.0638 | 54.6099 |
Ratio Avg Win / Avg Loss | 1.0653 | 1.3222 | 0.8312 | 0.8942 | 1.1024 | 0.7103 |
Largest Winning Trade | 100359 | 100359 | 30543 | 124814 | 124814 | 39897 |
Largest Losing Trade | -50784 | -23803 | -50784 | -126545 | -46103 | -126545 |
Avg Bars in Trades | 87 | 89 | 85 | 87 | 89 | 85 |
Avg Bars in Winners | 92 | 93 | 90 | 92 | 93 | 90 |
Avg Bars in Losers | 82 | 85 | 79 | 82 | 85 | 79 |
Bars Traded | 24681 | 12613 | 12067 | 24681 | 12613 | 12067 |
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 | 72285 | 301483 | -580812 | -572327 | -93878 | -580929 |
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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) |
---|