Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480460.0253 | 513622.1658 | -33162.1406 | -32509.2467 | 110632.9177 | -143142.1644 |
Total P&L (%) | 480.46 | 513.6222 | -33.1621 | -32.5092 | 110.6329 | -143.1422 |
Avg Daily Profit (%) | 0.262 | 0.2801 | -0.0181 | -0.0214 | 0.0406 | 0 |
Buy And Hold Return (%) | 131.037 | 131.037 | 131.037 | 131.037 | 131.037 | 131.037 |
Max Trade Drawdown | -157206 | -85290 | -132350 | -184624 | -112095 | -164773 |
Profit Factor | 1.6505 | 2.4247 | 0.9123 | 0.9457 | 1.399 | 0.554 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 51.3043 | 42.1053 | 60.3448 | 51.3043 | 42.1053 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.5665 | 3.334 | 0.5995 | 0.8976 | 1.9236 | 0.3641 |
Largest Winning Trade | 309477 | 309477 | 72443 | 144922 | 144922 | 28015 |
Largest Losing Trade | -57447 | -45825 | -57447 | -50672 | -32513 | -50672 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 3309 | 1701 | 1608 | 3309 | 1701 | 1608 |
Profit Streak | 0 | 103.8593 | 0 | 0 | 103.8593 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342386 | -170443 | -759214 | -580025 | -484092 | -759214 |
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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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