Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444776.3695 | 486051.2207 | -41274.8512 | -10001.7334 | 132256.0134 | -142257.7468 |
Total P&L (%) | 444.7764 | 486.0512 | -41.2749 | -10.0017 | 132.256 | -142.2577 |
Avg Daily Profit (%) | 0.2393 | 0.2616 | -0.0222 | -0.0057 | 0.0454 | 0 |
Buy And Hold Return (%) | 137.7441 | 137.7441 | 137.7441 | 137.7441 | 137.7441 | 137.7441 |
Max Trade Drawdown | -155090 | -152505 | -57141 | -2237637 | -1957408 | -321640 |
Profit Factor | 1.6372 | 1.9073 | 0.7457 | 0.9982 | 1.0283 | 0.8535 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Losing Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Profitability (%) | 49.5798 | 61.0169 | 38.3333 | 49.5798 | 61.0169 | 38.3333 |
Ratio Avg Win / Avg Loss | 1.6649 | 1.2186 | 1.1997 | 1.0151 | 0.657 | 1.373 |
Largest Winning Trade | 172049 | 172049 | 21240 | 680361 | 680361 | 407758 |
Largest Losing Trade | -80649 | -80649 | -13225 | -1287680 | -1287680 | -142722 |
Avg Bars in Trades | 44 | 86 | 3 | 44 | 86 | 3 |
Avg Bars in Winners | 46 | 73 | 4 | 46 | 73 | 4 |
Avg Bars in Losers | 43 | 107 | 2 | 43 | 107 | 2 |
Bars Traded | 5324 | 5128 | 196 | 5324 | 5128 | 196 |
Profit Streak | 16.6767 | 0 | 21.6767 | 16.6767 | 0 | 21.6767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319507 | -167236 | -752278 | -578385 | -664435 | -752278 |
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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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