Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422867.4378 | 500530.4981 | -77663.0603 | -59002.2781 | 275872.5283 | -334874.8065 |
Total P&L (%) | 422.8674 | 500.5305 | -77.6631 | -59.0023 | 275.8725 | -334.8748 |
Avg Daily Profit (%) | 0.228 | 0.2699 | -0.0419 | -0.0481 | 0.0714 | 0 |
Buy And Hold Return (%) | 49.8137 | 49.8137 | 49.8137 | 49.8137 | 49.8137 | 49.8137 |
Max Trade Drawdown | -174370 | -170657 | -80554 | -1246966 | -1088190 | -394923 |
Profit Factor | 1.4737 | 1.6926 | 0.5433 | 0.9821 | 1.1062 | 0.5181 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 48 | 49.4253 | 46.5909 | 48 | 49.4253 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.5965 | 1.732 | 0.6228 | 1.0639 | 1.1319 | 0.5939 |
Largest Winning Trade | 150557 | 150557 | 14922 | 773428 | 773428 | 72325 |
Largest Losing Trade | -78656 | -78656 | -21097 | -593365 | -593365 | -257499 |
Avg Bars in Trades | 124 | 246 | 3 | 124 | 246 | 3 |
Avg Bars in Winners | 103 | 198 | 3 | 103 | 198 | 3 |
Avg Bars in Losers | 143 | 293 | 3 | 143 | 293 | 3 |
Bars Traded | 21749 | 21446 | 303 | 21749 | 21446 | 303 |
Profit Streak | 0 | 31.7737 | 0 | 0 | 31.7737 | 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 | 369208 | 426155 | -582144 | -578972 | -202310 | -582144 |
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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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