Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425820.797 | 435501.2274 | -9680.4304 | 188454.2522 | 388225.5742 | -199771.322 |
Total P&L (%) | 425.8208 | 435.5012 | -9.6804 | 188.4543 | 388.2256 | -199.7713 |
Avg Daily Profit (%) | 0.2305 | 0.2358 | -0.0052 | 0.0574 | 0.0859 | 0 |
Buy And Hold Return (%) | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 |
Max Trade Drawdown | -116264 | -37941 | -203693 | -444676 | -147870 | -374846 |
Profit Factor | 1.7289 | 4.3381 | 0.9787 | 1.1308 | 2.0959 | 0.8161 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 42.4242 | 50 | 34.6939 | 42.4242 | 50 | 34.6939 |
Ratio Avg Win / Avg Loss | 2.3463 | 4.3381 | 1.8422 | 1.5347 | 2.0959 | 1.5362 |
Largest Winning Trade | 241008 | 241008 | 69757 | 230165 | 230165 | 132642 |
Largest Losing Trade | -44512 | -13348 | -44512 | -141830 | -48602 | -141830 |
Avg Bars in Trades | 210 | 79 | 342 | 210 | 79 | 342 |
Avg Bars in Winners | 372 | 111 | 757 | 372 | 111 | 757 |
Avg Bars in Losers | 90 | 48 | 122 | 90 | 48 | 122 |
Bars Traded | 20797 | 3996 | 16801 | 20797 | 3996 | 16801 |
Profit Streak | 133.605 | 133.605 | 140.6883 | 133.605 | 133.605 | 140.6883 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339715 | -164250 | -583285 | -193559 | -253799 | -583285 |
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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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