Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298801.3149 | 305651.315 | -6850.0002 | 114416.9042 | 139673.554 | -25256.6498 |
Total P&L (%) | 298.8013 | 305.6513 | -6.85 | 114.4169 | 139.6736 | -25.2567 |
Avg Daily Profit (%) | 0.1757 | 0.1797 | -0.004 | 0.0449 | 0.0514 | -0.0171 |
Buy And Hold Return (%) | 85.2004 | 85.2004 | 85.2004 | 85.2004 | 85.2004 | 85.2004 |
Max Trade Drawdown | -93976 | -59499 | -67567 | -128787 | -118420 | -72831 |
Profit Factor | 1.6476 | 1.9827 | 0.9545 | 1.188 | 1.3184 | 0.8513 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 62.3529 | 65.1163 | 59.5238 | 62.3529 | 65.1163 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.9948 | 1.0622 | 0.649 | 0.7173 | 0.7063 | 0.5789 |
Largest Winning Trade | 83711 | 83711 | 21146 | 97702 | 97702 | 24772 |
Largest Losing Trade | -59499 | -59499 | -28939 | -118420 | -118420 | -31223 |
Avg Bars in Trades | 236 | 425 | 44 | 236 | 425 | 44 |
Avg Bars in Winners | 139 | 233 | 33 | 139 | 233 | 33 |
Avg Bars in Losers | 398 | 781 | 60 | 398 | 781 | 60 |
Bars Traded | 20139 | 18277 | 1862 | 20139 | 18277 | 1862 |
Profit Streak | 12.9178 | 12.9178 | 64.3345 | 12.9178 | 12.9178 | 64.3345 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298160 | 364841 | -578941 | -204295 | -132415 | -578941 |
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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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