Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320410.2358 | 235918.0267 | 84492.2091 | 529583.6153 | 875906.4476 | -346322.8323 |
Total P&L (%) | 320.4102 | 235.918 | 84.4922 | 529.5836 | 875.9064 | -346.3228 |
Avg Daily Profit (%) | 0.2243 | 0.1652 | 0.0591 | 0.1289 | 0.1596 | 0 |
Buy And Hold Return (%) | 48.5755 | 48.5755 | 48.5755 | 48.5755 | 48.5755 | 48.5755 |
Max Trade Drawdown | -79635 | -40449 | -66664 | -1234713 | -333395 | -1034308 |
Profit Factor | 1.8487 | 2.7603 | 1.347 | 1.2013 | 2.1864 | 0.817 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 54.1176 | 59.5238 | 48.8372 | 54.1176 | 59.5238 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.5674 | 1.877 | 1.4111 | 1.0185 | 1.4868 | 0.8559 |
Largest Winning Trade | 86126 | 86126 | 47046 | 401174 | 401174 | 371089 |
Largest Losing Trade | -52735 | -25583 | -52735 | -785289 | -169508 | -785289 |
Avg Bars in Trades | 29 | 35 | 23 | 29 | 35 | 23 |
Avg Bars in Winners | 29 | 32 | 25 | 29 | 32 | 25 |
Avg Bars in Losers | 29 | 40 | 21 | 29 | 40 | 21 |
Bars Traded | 2483 | 1494 | 989 | 2483 | 1494 | 989 |
Profit Streak | 18.5596 | 0 | 21.0596 | 18.5596 | 0 | 21.0596 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456060 | 446684 | -121769 | -19465 | 432694 | -580349 |
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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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