Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386674.7077 | 532412.3376 | -145737.6299 | -74055.3608 | 58548.8309 | -132604.1917 |
Total P&L (%) | 386.6747 | 532.4123 | -145.7376 | -74.0554 | 58.5488 | -132.6042 |
Avg Daily Profit (%) | 0.2087 | 0.2873 | -0.0786 | -0.0728 | 0.0249 | 0 |
Buy And Hold Return (%) | 222.9981 | 222.9981 | 222.9981 | 222.9981 | 222.9981 | 222.9981 |
Max Trade Drawdown | -111334 | -69174 | -211479 | -82931 | -45023 | -124723 |
Profit Factor | 1.3795 | 2.3537 | 0.767 | 0.8275 | 1.356 | 0.4994 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 41.7582 | 50 | 33.3333 | 41.7582 | 50 | 33.3333 |
Ratio Avg Win / Avg Loss | 1.924 | 2.3537 | 1.5341 | 1.1542 | 1.356 | 0.9989 |
Largest Winning Trade | 211030 | 211030 | 77260 | 58036 | 58036 | 24181 |
Largest Losing Trade | -49918 | -41437 | -49918 | -24276 | -23847 | -24276 |
Avg Bars in Trades | 238 | 250 | 226 | 238 | 250 | 226 |
Avg Bars in Winners | 378 | 332 | 448 | 378 | 332 | 448 |
Avg Bars in Losers | 138 | 168 | 116 | 138 | 168 | 116 |
Bars Traded | 21713 | 11510 | 10203 | 21713 | 11510 | 10203 |
Profit Streak | 0 | 0 | 48.7738 | 0 | 0 | 48.7738 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2248 | 325251 | -583853 | -582073 | -324918 | -586631 |
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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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