Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306056.0769 | 313665.953 | -7609.8761 | 2497.379 | 77039.276 | -74541.897 |
Total P&L (%) | 306.0561 | 313.666 | -7.6099 | 2.4974 | 77.0393 | -74.5419 |
Avg Daily Profit (%) | 0.1666 | 0.1707 | -0.0041 | 0.0013 | 0.0311 | -0.0744 |
Buy And Hold Return (%) | 55.1189 | 55.1189 | 55.1189 | 55.1189 | 55.1189 | 55.1189 |
Max Trade Drawdown | -81446 | -63771 | -173298 | -72413 | -56464 | -107913 |
Profit Factor | 1.305 | 1.7502 | 0.987 | 1.0036 | 1.2659 | 0.8159 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 60 | 58.9474 | 61.0526 | 60 | 58.9474 | 61.0526 |
Ratio Avg Win / Avg Loss | 0.87 | 1.2189 | 0.6296 | 0.6691 | 0.8816 | 0.5205 |
Largest Winning Trade | 67910 | 67910 | 32923 | 34390 | 34390 | 30200 |
Largest Losing Trade | -61012 | -40379 | -61012 | -47808 | -30118 | -47808 |
Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Winners | 97 | 90 | 105 | 97 | 90 | 105 |
Avg Bars in Losers | 139 | 134 | 144 | 139 | 134 | 144 |
Bars Traded | 21772 | 10313 | 11459 | 21772 | 10313 | 11459 |
Profit Streak | 26.0218 | 0 | 43.6885 | 26.0218 | 0 | 43.6885 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275469 | 344320 | -579092 | -572199 | -194324 | -579092 |
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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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