Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517261.8869 | 534031.6311 | -16769.7442 | 191917.9271 | 247374.1336 | -55456.2065 |
Total P&L (%) | 517.2619 | 534.0316 | -16.7697 | 191.9179 | 247.3741 | -55.4562 |
Avg Daily Profit (%) | 0.2069 | 0.2136 | -0.0067 | 0.0429 | 0.0498 | -0.0323 |
Buy And Hold Return (%) | 230.9925 | 230.9925 | 230.9925 | 230.9925 | 230.9925 | 230.9925 |
Max Trade Drawdown | -122704 | -112097 | -20698 | -758400 | -707108 | -78149 |
Profit Factor | 2.0924 | 2.3643 | 0.7957 | 1.1249 | 1.1872 | 0.7413 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 48.2353 | 50 | 46.5116 | 48.2353 | 50 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.2455 | 2.3643 | 0.9151 | 1.2073 | 1.1872 | 0.8525 |
Largest Winning Trade | 362951 | 362951 | 11787 | 770217 | 770217 | 29701 |
Largest Losing Trade | -52783 | -52783 | -8905 | -292497 | -292497 | -53860 |
Avg Bars in Trades | 57 | 112 | 3 | 57 | 112 | 3 |
Avg Bars in Winners | 78 | 149 | 3 | 78 | 149 | 3 |
Avg Bars in Losers | 38 | 75 | 3 | 38 | 75 | 3 |
Bars Traded | 4891 | 4741 | 150 | 4891 | 4741 | 150 |
Profit Streak | 0 | 203.016 | 0 | 0 | 203.016 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 227597 | 319218 | -581805 | -384992 | -283722 | -581805 |
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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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