Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490052.1149 | 552510.6129 | -62458.498 | 7082.4324 | 244426.7467 | -237344.3143 |
Total P&L (%) | 490.0521 | 552.5106 | -62.4585 | 7.0824 | 244.4267 | -237.3443 |
Avg Daily Profit (%) | 0.266 | 0.2999 | -0.0339 | 0.0037 | 0.0672 | 0 |
Buy And Hold Return (%) | 194.8169 | 194.8169 | 194.8169 | 194.8169 | 194.8169 | 194.8169 |
Max Trade Drawdown | -152049 | -70870 | -96078 | -408433 | -181726 | -321298 |
Profit Factor | 1.7876 | 3.1525 | 0.8291 | 1.0045 | 1.374 | 0.7446 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 38.2716 | 41.4634 | 35 | 38.2716 | 41.4634 | 35 |
Ratio Avg Win / Avg Loss | 2.8832 | 4.4506 | 1.5398 | 1.6201 | 1.9398 | 1.3829 |
Largest Winning Trade | 498372 | 498372 | 54742 | 210098 | 210098 | 171735 |
Largest Losing Trade | -43629 | -21714 | -43629 | -191068 | -72570 | -191068 |
Avg Bars in Trades | 129 | 123 | 135 | 129 | 123 | 135 |
Avg Bars in Winners | 245 | 215 | 282 | 245 | 215 | 282 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 10490 | 5068 | 5423 | 10490 | 5068 | 5423 |
Profit Streak | 94.3522 | 101.3522 | 0 | 94.3522 | 101.3522 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12245 | 321683 | -583805 | -588404 | -190895 | -584916 |
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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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