Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517127.5478 | 490703.0321 | 26424.5157 | 205716.6836 | 1185755.7588 | -980039.0752 |
Total P&L (%) | 517.1275 | 490.703 | 26.4245 | 205.7167 | 1185.7558 | -980.0391 |
Avg Daily Profit (%) | 0.2699 | 0.2561 | 0.0138 | 0.0583 | 0.1334 | 0 |
Buy And Hold Return (%) | 68.159 | 68.159 | 68.159 | 68.159 | 68.159 | 68.159 |
Max Trade Drawdown | -153508 | -111178 | -116201 | -1253717 | -310686 | -1183597 |
Profit Factor | 1.9444 | 3.3083 | 1.0789 | 1.068 | 2.3828 | 0.5475 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 40.8451 | 37.1429 | 44.4444 | 40.8451 | 37.1429 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.816 | 5.5987 | 1.3486 | 1.5468 | 4.0324 | 0.6844 |
Largest Winning Trade | 289408 | 289408 | 64274 | 690984 | 690984 | 286840 |
Largest Losing Trade | -72293 | -26881 | -72293 | -1086111 | -133554 | -1086111 |
Avg Bars in Trades | 50 | 41 | 59 | 50 | 41 | 59 |
Avg Bars in Winners | 94 | 73 | 110 | 94 | 73 | 110 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 3583 | 1453 | 2130 | 3583 | 1453 | 2130 |
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 | -82509 | 338977 | -476119 | -357522 | -15015 | -582940 |
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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) |
---|