Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349782.5372 | 388142.2299 | -38359.6927 | -40445.789 | 419935.5824 | -460381.3714 |
Total P&L (%) | 349.7825 | 388.1422 | -38.3597 | -40.4458 | 419.9356 | -460.3814 |
Avg Daily Profit (%) | 0.1818 | 0.2017 | -0.0199 | -0.0269 | 0.0857 | 0 |
Buy And Hold Return (%) | 56.9942 | 56.9942 | 56.9942 | 56.9942 | 56.9942 | 56.9942 |
Max Trade Drawdown | -155877 | -99774 | -124994 | -607376 | -238046 | -519857 |
Profit Factor | 1.5293 | 2.4057 | 0.9003 | 0.9802 | 1.5389 | 0.6356 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 43.662 | 42.8571 | 44.4444 | 43.662 | 42.8571 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.9733 | 3.2076 | 1.1254 | 1.2648 | 2.0518 | 0.7945 |
Largest Winning Trade | 281923 | 281923 | 61340 | 347580 | 347580 | 138360 |
Largest Losing Trade | -53238 | -32058 | -53238 | -190467 | -109777 | -190467 |
Avg Bars in Trades | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Winners | 82 | 67 | 96 | 82 | 67 | 96 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 3725 | 1559 | 2167 | 3725 | 1559 | 2167 |
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 | -84255 | 334983 | -581273 | -672853 | -78647 | -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) |
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