Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281798.5306 | 335928.6589 | -54130.1283 | -50970.6488 | 171968.7248 | -222939.3735 |
Total P&L (%) | 281.7985 | 335.9287 | -54.1301 | -50.9706 | 171.9687 | -222.9394 |
Avg Daily Profit (%) | 0.1525 | 0.1818 | -0.0293 | -0.0386 | 0.0542 | 0 |
Buy And Hold Return (%) | 17.6471 | 17.6471 | 17.6471 | 17.6471 | 17.6471 | 17.6471 |
Max Trade Drawdown | -224348 | -42187 | -205705 | -174372 | -27818 | -143878 |
Profit Factor | 1.451 | 3.185 | 0.8851 | 0.8927 | 2.9923 | 0.4265 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 40.8451 | 38.8889 | 42.8571 | 40.8451 | 38.8889 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.1015 | 5.005 | 1.1801 | 1.2929 | 4.7021 | 0.5687 |
Largest Winning Trade | 212476 | 212476 | 65688 | 83716 | 83716 | 45005 |
Largest Losing Trade | -63912 | -17696 | -63912 | -117417 | -12225 | -117417 |
Avg Bars in Trades | 96 | 29 | 166 | 96 | 29 | 166 |
Avg Bars in Winners | 168 | 48 | 280 | 168 | 48 | 280 |
Avg Bars in Losers | 46 | 16 | 80 | 46 | 16 | 80 |
Bars Traded | 6862 | 1049 | 5813 | 6862 | 1049 | 5813 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85504 | 342260 | -581898 | -673949 | -118919 | -583565 |
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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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