Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480003.6045 | 503085.6216 | -23082.0171 | 42006.0312 | 819657.9382 | -777651.907 |
Total P&L (%) | 480.0036 | 503.0856 | -23.082 | 42.006 | 819.6579 | -777.6519 |
Avg Daily Profit (%) | 0.2589 | 0.2713 | -0.0124 | 0.0189 | 0.1197 | 0 |
Buy And Hold Return (%) | 64.3873 | 64.3873 | 64.3873 | 64.3873 | 64.3873 | 64.3873 |
Max Trade Drawdown | -136402 | -123126 | -69862 | -2308682 | -2102137 | -860580 |
Profit Factor | 1.5035 | 1.7226 | 0.9102 | 1.0049 | 1.1331 | 0.668 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Losing Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Profitability (%) | 55.8974 | 59.7938 | 52.0408 | 55.8974 | 59.7938 | 52.0408 |
Ratio Avg Win / Avg Loss | 1.1863 | 1.1583 | 0.8388 | 0.7929 | 0.7619 | 0.6156 |
Largest Winning Trade | 120502 | 120502 | 19125 | 671093 | 671093 | 300198 |
Largest Losing Trade | -80532 | -80532 | -22956 | -1386088 | -1386088 | -294496 |
Avg Bars in Trades | 111 | 213 | 10 | 111 | 213 | 10 |
Avg Bars in Winners | 91 | 163 | 10 | 91 | 163 | 10 |
Avg Bars in Losers | 136 | 288 | 10 | 136 | 288 | 10 |
Bars Traded | 21738 | 20712 | 1026 | 21738 | 20712 | 1026 |
Profit Streak | 17.8207 | 0 | 52.904 | 17.8207 | 0 | 52.904 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424913 | 423907 | -579542 | -547771 | -107593 | -579542 |
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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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