Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135257.3763 | 154672.1535 | -19414.7772 | 37425.4634 | 58618.0777 | -21192.6143 |
Total P&L (%) | 135.2574 | 154.6722 | -19.4148 | 37.4255 | 58.6181 | -21.1926 |
Avg Daily Profit (%) | 0.1298 | 0.1485 | -0.0186 | 0.0305 | 0.0443 | -0.0229 |
Buy And Hold Return (%) | 26.677 | 26.677 | 26.677 | 26.677 | 26.677 | 26.677 |
Max Trade Drawdown | -84058 | -80810 | -21273 | -205186 | -201146 | -30328 |
Profit Factor | 1.4518 | 1.5933 | 0.4979 | 1.0753 | 1.1315 | 0.5863 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 55.6962 | 58.9744 | 52.5 | 55.6962 | 58.9744 | 52.5 |
Ratio Avg Win / Avg Loss | 1.1549 | 1.1084 | 0.4505 | 0.8553 | 0.7871 | 0.5305 |
Largest Winning Trade | 53911 | 53911 | 2753 | 72630 | 72630 | 6037 |
Largest Losing Trade | -52134 | -52134 | -9674 | -162518 | -162518 | -11202 |
Avg Bars in Trades | 290 | 586 | 2 | 290 | 586 | 2 |
Avg Bars in Winners | 160 | 305 | 1 | 160 | 305 | 1 |
Avg Bars in Losers | 454 | 989 | 4 | 454 | 989 | 4 |
Bars Traded | 22964 | 22857 | 107 | 22964 | 22857 | 107 |
Profit Streak | 0 | 70.1211 | 0 | 0 | 70.1211 | 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 | -50490 | 302430 | -579870 | -362456 | -214752 | -580147 |
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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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