Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449641.7189 | 464925.1111 | -15283.3921 | 85958.9578 | 263962.3854 | -178003.4275 |
Total P&L (%) | 449.6417 | 464.9251 | -15.2834 | 85.959 | 263.9624 | -178.0034 |
Avg Daily Profit (%) | 0.2445 | 0.2528 | -0.0083 | 0.0337 | 0.0703 | 0 |
Buy And Hold Return (%) | 108.74 | 108.74 | 108.74 | 108.74 | 108.74 | 108.74 |
Max Trade Drawdown | -144975 | -129243 | -49356 | -572833 | -404232 | -209807 |
Profit Factor | 1.7764 | 2.3527 | 0.9351 | 1.0497 | 1.2648 | 0.7569 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 45.5224 | 41.791 | 49.2537 | 45.5224 | 41.791 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.1259 | 3.277 | 0.9634 | 1.2562 | 1.7616 | 0.7799 |
Largest Winning Trade | 468560 | 468560 | 40202 | 436180 | 436180 | 98182 |
Largest Losing Trade | -39914 | -24099 | -39914 | -125044 | -100336 | -125044 |
Avg Bars in Trades | 39 | 50 | 27 | 39 | 50 | 27 |
Avg Bars in Winners | 55 | 76 | 36 | 55 | 76 | 36 |
Avg Bars in Losers | 25 | 31 | 18 | 25 | 31 | 18 |
Bars Traded | 5239 | 3389 | 1850 | 5239 | 3389 | 1850 |
Profit Streak | 97.2586 | 134.9253 | 0 | 97.2586 | 134.9253 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303877 | -108614 | -697470 | -480280 | -221374 | -697470 |
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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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