Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279995.8324 | 282663.2945 | -2667.462 | 403883.2832 | 540287.7766 | -136404.4934 |
Total P&L (%) | 279.9958 | 282.6633 | -2.6675 | 403.8833 | 540.2878 | -136.4045 |
Avg Daily Profit (%) | 0.3182 | 0.3213 | -0.003 | 0.184 | 0.2113 | 0 |
Buy And Hold Return (%) | 188.9868 | 188.9868 | 188.9868 | 188.9868 | 188.9868 | 188.9868 |
Max Trade Drawdown | -71865 | -69387 | -34019 | -579435 | -505604 | -192486 |
Profit Factor | 2.003 | 2.3178 | 0.9587 | 1.2878 | 1.4976 | 0.5701 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Profitability (%) | 63.2911 | 74.359 | 52.5 | 63.2911 | 74.359 | 52.5 |
Ratio Avg Win / Avg Loss | 1.1618 | 0.7992 | 0.8674 | 0.7469 | 0.5164 | 0.5158 |
Largest Winning Trade | 71181 | 71181 | 7213 | 271259 | 271259 | 25665 |
Largest Losing Trade | -49007 | -49007 | -10695 | -462570 | -462570 | -77013 |
Avg Bars in Trades | 114 | 228 | 4 | 114 | 228 | 4 |
Avg Bars in Winners | 82 | 139 | 3 | 82 | 139 | 3 |
Avg Bars in Losers | 171 | 485 | 5 | 171 | 485 | 5 |
Bars Traded | 9076 | 8892 | 184 | 9076 | 8892 | 184 |
Profit Streak | 0 | 88.0118 | 0 | 0 | 88.0118 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33908 | 117605 | -580147 | -29424 | 326247 | -580147 |
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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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