Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324143.6297 | 352287.8805 | -28144.2508 | -9120.2727 | 25480.7908 | -34601.0635 |
Total P&L (%) | 324.1436 | 352.2879 | -28.1443 | -9.1203 | 25.4808 | -34.6011 |
Avg Daily Profit (%) | 0.2295 | 0.2494 | -0.0199 | -0.0068 | 0.0161 | -0.0301 |
Buy And Hold Return (%) | 58.9977 | 58.9977 | 58.9977 | 58.9977 | 58.9977 | 58.9977 |
Max Trade Drawdown | -187124 | -108003 | -142360 | -387220 | -374893 | -256919 |
Profit Factor | 1.5462 | 2.0667 | 0.893 | 0.993 | 1.0318 | 0.9308 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 46.8354 | 42.5 | 51.2821 | 46.8354 | 42.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.7552 | 2.7961 | 0.8484 | 1.1272 | 1.3959 | 0.8842 |
Largest Winning Trade | 180053 | 180053 | 58272 | 227869 | 227869 | 124231 |
Largest Losing Trade | -33857 | -33857 | -33410 | -111008 | -111008 | -77801 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 42 | 46 | 39 | 42 | 46 | 39 |
Avg Bars in Losers | 25 | 27 | 24 | 25 | 27 | 24 |
Bars Traded | 2647 | 1407 | 1240 | 2647 | 1407 | 1240 |
Profit Streak | 0 | 0 | 495.4004 | 0 | 0 | 495.4004 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22939 | 302322 | -580006 | -611619 | -525616 | -580006 |
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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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