Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386195.9315 | 356479.9447 | 29715.9868 | 372813.7192 | 527196.2624 | -154382.5432 |
Total P&L (%) | 386.1959 | 356.4799 | 29.716 | 372.8137 | 527.1963 | -154.3825 |
Avg Daily Profit (%) | 0.2735 | 0.2525 | 0.021 | 0.1101 | 0.1301 | 0 |
Buy And Hold Return (%) | 96.565 | 96.565 | 96.565 | 96.565 | 96.565 | 96.565 |
Max Trade Drawdown | -138729 | -49919 | -129822 | -1065114 | -427772 | -848580 |
Profit Factor | 1.7844 | 2.5925 | 1.1107 | 1.1202 | 1.3423 | 0.9012 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 50.7042 | 50 | 51.4286 | 50.7042 | 50 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.7348 | 2.5925 | 1.049 | 1.0891 | 1.3423 | 0.8511 |
Largest Winning Trade | 121524 | 121524 | 64127 | 662077 | 662077 | 339480 |
Largest Losing Trade | -36046 | -26098 | -36046 | -283635 | -283635 | -244678 |
Avg Bars in Trades | 55 | 42 | 69 | 55 | 42 | 69 |
Avg Bars in Winners | 60 | 50 | 70 | 60 | 50 | 70 |
Avg Bars in Losers | 50 | 34 | 67 | 50 | 34 | 67 |
Bars Traded | 3951 | 1533 | 2418 | 3951 | 1533 | 2418 |
Profit Streak | 0 | 0 | 584.1623 | 0 | 0 | 584.1623 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81775 | 378525 | -427792 | -227884 | -19584 | -579268 |
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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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