Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305865.467 | 329059.6232 | -23194.1563 | 60208.2777 | 98431.8879 | -38223.6102 |
Total P&L (%) | 305.8655 | 329.0596 | -23.1942 | 60.2083 | 98.4319 | -38.2236 |
Avg Daily Profit (%) | 0.2936 | 0.3159 | -0.0223 | 0.0453 | 0.0658 | -0.0462 |
Buy And Hold Return (%) | 58.6438 | 58.6438 | 58.6438 | 58.6438 | 58.6438 | 58.6438 |
Max Trade Drawdown | -96712 | -85827 | -26298 | -236441 | -225871 | -46303 |
Profit Factor | 1.7773 | 2.0674 | 0.7278 | 1.0843 | 1.1713 | 0.726 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 40 | 42.5532 | 37.5 | 40 | 42.5532 | 37.5 |
Ratio Avg Win / Avg Loss | 2.6659 | 2.7909 | 1.213 | 1.6265 | 1.5812 | 1.2099 |
Largest Winning Trade | 317003 | 317003 | 9134 | 202289 | 202289 | 16115 |
Largest Losing Trade | -28275 | -28275 | -8565 | -85123 | -85123 | -15007 |
Avg Bars in Trades | 256 | 486 | 30 | 256 | 486 | 30 |
Avg Bars in Winners | 436 | 798 | 33 | 436 | 798 | 33 |
Avg Bars in Losers | 136 | 256 | 29 | 136 | 256 | 29 |
Bars Traded | 24370 | 22884 | 1486 | 24370 | 22884 | 1486 |
Profit Streak | 0 | 118.4552 | 0 | 0 | 118.4552 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250796 | 351336 | -583883 | -420253 | -146942 | -583883 |
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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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