Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434954.7853 | 435920.2129 | -965.4276 | 128734.5435 | 278787.8568 | -150053.3133 |
Total P&L (%) | 434.9548 | 435.9202 | -0.9654 | 128.7345 | 278.7879 | -150.0533 |
Avg Daily Profit (%) | 0.2688 | 0.2694 | -0.0006 | 0.0512 | 0.0823 | 0 |
Buy And Hold Return (%) | 23.1826 | 23.1826 | 23.1826 | 23.1826 | 23.1826 | 23.1826 |
Max Trade Drawdown | -143196 | -133614 | -157761 | -359807 | -289085 | -335204 |
Profit Factor | 1.713 | 2.4043 | 0.9968 | 1.1178 | 1.5325 | 0.7363 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.0588 | 46.5116 | 47.619 | 47.0588 | 46.5116 | 47.619 |
Ratio Avg Win / Avg Loss | 1.9272 | 2.765 | 1.0965 | 1.2576 | 1.7624 | 0.8099 |
Largest Winning Trade | 150231 | 150231 | 69502 | 172762 | 149235 | 172762 |
Largest Losing Trade | -73980 | -33729 | -73980 | -219554 | -142116 | -219554 |
Avg Bars in Trades | 222 | 220 | 225 | 222 | 220 | 225 |
Avg Bars in Winners | 341 | 363 | 319 | 341 | 363 | 319 |
Avg Bars in Losers | 117 | 94 | 140 | 117 | 94 | 140 |
Bars Traded | 18950 | 9461 | 9489 | 18950 | 9461 | 9489 |
Profit Streak | 0 | 0 | 554.3876 | 0 | 0 | 554.3876 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379406 | 413612 | -579410 | -217394 | -81701 | -581076 |
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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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