Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389644.1726 | 504774.8097 | -115130.6371 | -162235.4031 | 123167.9402 | -285403.3433 |
Total P&L (%) | 389.6442 | 504.7748 | -115.1306 | -162.2354 | 123.1679 | -285.4033 |
Avg Daily Profit (%) | 0.1715 | 0.2222 | -0.0507 | 0 | 0.0353 | 0 |
Buy And Hold Return (%) | 234.8962 | 234.8962 | 234.8962 | 234.8962 | 234.8962 | 234.8962 |
Max Trade Drawdown | -258509 | -39941 | -311758 | -326960 | -69893 | -292589 |
Profit Factor | 1.5261 | 2.9737 | 0.7626 | 0.711 | 1.7806 | 0.293 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 23 | 18 | 46 | 25 | 21 |
Losing Trades | 46 | 21 | 25 | 41 | 19 | 22 |
Profitability (%) | 47.1264 | 52.2727 | 41.8605 | 52.8736 | 56.8182 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.7122 | 2.7151 | 1.0591 | 0.6338 | 1.3533 | 0.3069 |
Largest Winning Trade | 221110 | 221110 | 59683 | 66220 | 66220 | 17303 |
Largest Losing Trade | -118045 | -32481 | -118045 | -113596 | -21463 | -113596 |
Avg Bars in Trades | 68 | 26 | 112 | 68 | 26 | 112 |
Avg Bars in Winners | 103 | 34 | 192 | 30 | 18 | 45 |
Avg Bars in Losers | 37 | 17 | 55 | 111 | 36 | 176 |
Bars Traded | 5993 | 1147 | 4846 | 5993 | 1147 | 4846 |
Profit Streak | 0 | 0 | 148.4029 | 72.7363 | 81.7363 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94 | 311086 | -580874 | -579615 | -307017 | -581179 |
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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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