Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345400.101 | 324830.3475 | 20569.7536 | 120005.8598 | 259616.2745 | -139610.4148 |
Total P&L (%) | 345.4001 | 324.8303 | 20.5698 | 120.0059 | 259.6163 | -139.6104 |
Avg Daily Profit (%) | 0.2445 | 0.23 | 0.0146 | 0.0558 | 0.0907 | 0 |
Buy And Hold Return (%) | 42.6275 | 42.6275 | 42.6275 | 42.6275 | 42.6275 | 42.6275 |
Max Trade Drawdown | -105028 | -99708 | -104678 | -220745 | -196227 | -227769 |
Profit Factor | 1.694 | 2.3903 | 1.0779 | 1.1188 | 1.5814 | 0.7522 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 45.5696 | 41.0256 | 50 | 45.5696 | 41.0256 | 50 |
Ratio Avg Win / Avg Loss | 2.0234 | 3.436 | 1.0779 | 1.3364 | 2.2733 | 0.7522 |
Largest Winning Trade | 143058 | 143058 | 56107 | 160549 | 160549 | 86083 |
Largest Losing Trade | -61501 | -34940 | -61501 | -168100 | -90752 | -168100 |
Avg Bars in Trades | 33 | 26 | 39 | 33 | 26 | 39 |
Avg Bars in Winners | 37 | 31 | 43 | 37 | 31 | 43 |
Avg Bars in Losers | 29 | 23 | 35 | 29 | 23 | 35 |
Bars Traded | 2617 | 1047 | 1570 | 2617 | 1047 | 1570 |
Profit Streak | 479.9003 | 0 | 490.9003 | 479.9003 | 0 | 490.9003 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21204 | 332602 | -473391 | -243863 | -72821 | -580165 |
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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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