Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335931.7519 | 400935.0985 | -65003.3466 | -111496.1865 | -1145.1846 | -110351.0019 |
Total P&L (%) | 335.9318 | 400.9351 | -65.0033 | -111.4962 | -1.1452 | -110.351 |
Avg Daily Profit (%) | 0.1817 | 0.2169 | -0.0352 | 0 | -0.0006 | 0 |
Buy And Hold Return (%) | 156.5684 | 156.5684 | 156.5684 | 156.5684 | 156.5684 | 156.5684 |
Max Trade Drawdown | -145122 | -86356 | -162703 | -139969 | -73717 | -115461 |
Profit Factor | 1.4183 | 2.423 | 0.8753 | 0.7169 | 0.992 | 0.5608 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 25 | 22 | 33 | 17 | 16 |
Losing Trades | 32 | 14 | 18 | 46 | 22 | 24 |
Profitability (%) | 59.4937 | 64.1026 | 55 | 41.7722 | 43.5897 | 40 |
Ratio Avg Win / Avg Loss | 0.9656 | 1.3569 | 0.7162 | 0.9993 | 1.2837 | 0.8411 |
Largest Winning Trade | 123712 | 123712 | 65351 | 62232 | 20610 | 62232 |
Largest Losing Trade | -109181 | -49703 | -109181 | -72015 | -23931 | -72015 |
Avg Bars in Trades | 66 | 73 | 59 | 66 | 73 | 59 |
Avg Bars in Winners | 59 | 52 | 68 | 66 | 95 | 36 |
Avg Bars in Losers | 75 | 111 | 47 | 65 | 56 | 74 |
Bars Traded | 5230 | 2869 | 2361 | 5230 | 2869 | 2361 |
Profit Streak | 0 | 0 | 0 | 56.4397 | 56.4397 | 82.7731 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29082 | 346256 | -580101 | -613854 | -581022 | -583676 |
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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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