Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429031.9644 | 485056.2031 | -56024.2387 | -22915.6534 | 71342.3068 | -94257.9602 |
Total P&L (%) | 429.032 | 485.0562 | -56.0242 | -22.9157 | 71.3423 | -94.258 |
Avg Daily Profit (%) | 0.206 | 0.2329 | -0.0269 | -0.0125 | 0.0259 | -0.1371 |
Buy And Hold Return (%) | 67.3135 | 67.3135 | 67.3135 | 67.3135 | 67.3135 | 67.3135 |
Max Trade Drawdown | -142215 | -124856 | -64760 | -659534 | -590119 | -119816 |
Profit Factor | 1.9216 | 2.3671 | 0.4941 | 0.9804 | 1.075 | 0.5686 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 42.2535 | 48.5714 | 36.1111 | 42.2535 | 48.5714 | 36.1111 |
Ratio Avg Win / Avg Loss | 2.6261 | 2.5064 | 0.8742 | 1.3399 | 1.1382 | 1.006 |
Largest Winning Trade | 496101 | 496101 | 8736 | 613046 | 613046 | 42364 |
Largest Losing Trade | -40585 | -40585 | -12328 | -186942 | -186942 | -47719 |
Avg Bars in Trades | 342 | 660 | 33 | 342 | 660 | 33 |
Avg Bars in Winners | 466 | 790 | 41 | 466 | 790 | 41 |
Avg Bars in Losers | 251 | 536 | 28 | 251 | 536 | 28 |
Bars Traded | 24316 | 23106 | 1210 | 24316 | 23106 | 1210 |
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 | -83386 | 426452 | -586181 | -673401 | -444081 | -584514 |
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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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