Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273142.1134 | 274500.5761 | -1358.4627 | 64559.1071 | 85887.9452 | -21328.8381 |
Total P&L (%) | 273.1421 | 274.5006 | -1.3585 | 64.5591 | 85.8879 | -21.3288 |
Avg Daily Profit (%) | 0.2622 | 0.2635 | -0.0013 | 0.0478 | 0.0595 | -0.023 |
Buy And Hold Return (%) | 61.9845 | 61.9845 | 61.9845 | 61.9845 | 61.9845 | 61.9845 |
Max Trade Drawdown | -87338 | -78469 | -17955 | -296076 | -265567 | -45144 |
Profit Factor | 1.9647 | 2.2239 | 0.9769 | 1.099 | 1.1615 | 0.8223 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.1481 | 45 | 51.2195 | 48.1481 | 45 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.1158 | 2.7182 | 0.9304 | 1.1836 | 1.4196 | 0.7832 |
Largest Winning Trade | 314594 | 314594 | 8681 | 281800 | 281800 | 12783 |
Largest Losing Trade | -28192 | -28192 | -7583 | -125410 | -125410 | -21405 |
Avg Bars in Trades | 294 | 575 | 20 | 294 | 575 | 20 |
Avg Bars in Winners | 382 | 803 | 21 | 382 | 803 | 21 |
Avg Bars in Losers | 212 | 388 | 19 | 212 | 388 | 19 |
Bars Traded | 23860 | 23016 | 844 | 23860 | 23016 | 844 |
Profit Streak | 0 | 85.3739 | 0 | 0 | 85.3739 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6973 | 331089 | -580306 | -410500 | -203514 | -580306 |
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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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