Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276700.2724 | 277720.7487 | -1020.4762 | 143314.582 | 166500.8526 | -23186.2707 |
Total P&L (%) | 276.7003 | 277.7207 | -1.0205 | 143.3146 | 166.5009 | -23.1863 |
Avg Daily Profit (%) | 0.2656 | 0.2666 | -0.001 | 0.0854 | 0.0941 | -0.0253 |
Buy And Hold Return (%) | 102.8262 | 102.8262 | 102.8262 | 102.8262 | 102.8262 | 102.8262 |
Max Trade Drawdown | -65535 | -60424 | -12930 | -268784 | -253843 | -40102 |
Profit Factor | 1.8987 | 1.9794 | 0.958 | 1.1898 | 1.2403 | 0.6267 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 49.4118 | 50 | 48.8372 | 49.4118 | 50 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.944 | 1.9794 | 1.0037 | 1.2181 | 1.2403 | 0.6566 |
Largest Winning Trade | 192958 | 192958 | 3684 | 272879 | 272879 | 5817 |
Largest Losing Trade | -48146 | -48146 | -3688 | -212157 | -212157 | -12571 |
Avg Bars in Trades | 287 | 578 | 2 | 287 | 578 | 2 |
Avg Bars in Winners | 236 | 471 | 2 | 236 | 471 | 2 |
Avg Bars in Losers | 335 | 685 | 2 | 335 | 685 | 2 |
Bars Traded | 24396 | 24305 | 90 | 24396 | 24305 | 90 |
Profit Streak | 16.0509 | 0 | 21.9259 | 16.0509 | 0 | 21.9259 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323169 | 310220 | -577632 | -133387 | -76946 | -579855 |
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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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