Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344632.9174 | 306860.3353 | 37772.5821 | 511137.9859 | 623272.6678 | -112134.6819 |
Total P&L (%) | 344.6329 | 306.8603 | 37.7726 | 511.138 | 623.2727 | -112.1347 |
Avg Daily Profit (%) | 0.1879 | 0.1673 | 0.0206 | 0.0987 | 0.1079 | 0 |
Buy And Hold Return (%) | 109.3723 | 109.3723 | 109.3723 | 109.3723 | 109.3723 | 109.3723 |
Max Trade Drawdown | -150967 | -103452 | -85736 | -438324 | -158886 | -318841 |
Profit Factor | 1.9896 | 3.1061 | 1.1865 | 1.667 | 3.9272 | 0.7974 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 50.7246 | 57.1429 | 44.1176 | 50.7246 | 57.1429 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.9328 | 2.3296 | 1.5029 | 1.6193 | 2.9454 | 1.01 |
Largest Winning Trade | 113934 | 113934 | 54957 | 241315 | 241315 | 146551 |
Largest Losing Trade | -57583 | -28962 | -57583 | -281364 | -60025 | -281364 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 51 | 33 | 76 | 51 | 33 | 76 |
Avg Bars in Losers | 49 | 60 | 41 | 49 | 60 | 41 |
Bars Traded | 3494 | 1564 | 1930 | 3494 | 1564 | 1930 |
Profit Streak | 97.401 | 101.901 | 0 | 97.401 | 101.901 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97025 | 412901 | -347699 | -164537 | -40846 | -581416 |
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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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