Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377559.4539 | 402314.7239 | -24755.27 | 17430.606 | 60280.0423 | -42849.4363 |
Total P&L (%) | 377.5595 | 402.3147 | -24.7553 | 17.4306 | 60.28 | -42.8494 |
Avg Daily Profit (%) | 0.7249 | 0.7724 | -0.0475 | 0.0309 | 0.0906 | -0.1074 |
Buy And Hold Return (%) | 100.4505 | 100.4505 | 100.4505 | 100.4505 | 100.4505 | 100.4505 |
Max Trade Drawdown | -119655 | -96282 | -43709 | -234037 | -194027 | -55174 |
Profit Factor | 2.0337 | 2.5349 | 0.76 | 1.0368 | 1.1725 | 0.6558 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 41.2121 | 39.0244 | 43.3735 | 41.2121 | 39.0244 | 43.3735 |
Ratio Avg Win / Avg Loss | 2.901 | 3.9608 | 0.9922 | 1.4789 | 1.832 | 0.8561 |
Largest Winning Trade | 503346 | 503346 | 13831 | 205681 | 205681 | 10794 |
Largest Losing Trade | -23417 | -23417 | -7855 | -70464 | -70464 | -14475 |
Avg Bars in Trades | 142 | 263 | 24 | 142 | 263 | 24 |
Avg Bars in Winners | 154 | 294 | 29 | 154 | 294 | 29 |
Avg Bars in Losers | 135 | 243 | 19 | 135 | 243 | 19 |
Bars Traded | 23586 | 21573 | 2013 | 23586 | 21573 | 2013 |
Profit Streak | 7.1536 | 0 | 7.4869 | 7.1536 | 0 | 7.4869 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399477 | 210003 | -583298 | -499961 | -276774 | -583298 |
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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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