Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432160.5836 | 442092.8444 | -9932.2607 | 54979.9053 | 92476.6491 | -37496.7438 |
Total P&L (%) | 432.1606 | 442.0928 | -9.9323 | 54.9799 | 92.4766 | -37.4967 |
Avg Daily Profit (%) | 0.8298 | 0.8488 | -0.0191 | 0.0842 | 0.1258 | -0.0902 |
Buy And Hold Return (%) | 95.6244 | 95.6244 | 95.6244 | 95.6244 | 95.6244 | 95.6244 |
Max Trade Drawdown | -97064 | -77629 | -29208 | -244535 | -199533 | -64850 |
Profit Factor | 2.6542 | 2.9359 | 0.698 | 1.1224 | 1.2424 | 0.445 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 38.2716 | 35 | 41.4634 | 38.2716 | 35 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.281 | 5.4525 | 0.9854 | 1.8104 | 2.3073 | 0.6283 |
Largest Winning Trade | 538990 | 538990 | 3917 | 302601 | 302601 | 9720 |
Largest Losing Trade | -22765 | -22765 | -5170 | -54806 | -54806 | -17855 |
Avg Bars in Trades | 299 | 587 | 19 | 299 | 587 | 19 |
Avg Bars in Winners | 321 | 687 | 20 | 321 | 687 | 20 |
Avg Bars in Losers | 286 | 533 | 18 | 286 | 533 | 18 |
Bars Traded | 24287 | 23502 | 784 | 24287 | 23502 | 784 |
Profit Streak | 10.5421 | 0 | 47.1255 | 10.5421 | 0 | 47.1255 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4679 | 372811 | -582586 | -351866 | -196378 | -582864 |
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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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