Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295994.3698 | 334445.9903 | -38451.6205 | 2023.454 | 226504.2455 | -224480.7915 |
Total P&L (%) | 295.9944 | 334.446 | -38.4516 | 2.0235 | 226.5042 | -224.4808 |
Avg Daily Profit (%) | 0.2097 | 0.2369 | -0.0272 | 0.0014 | 0.0838 | 0 |
Buy And Hold Return (%) | 59.4116 | 59.4116 | 59.4116 | 59.4116 | 59.4116 | 59.4116 |
Max Trade Drawdown | -145011 | -72087 | -127971 | -380360 | -197648 | -273407 |
Profit Factor | 1.5823 | 2.4856 | 0.8642 | 1.0019 | 1.4392 | 0.6106 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 40.8451 | 44.4444 | 37.1429 | 40.8451 | 44.4444 | 37.1429 |
Ratio Avg Win / Avg Loss | 2.2917 | 3.107 | 1.4625 | 1.451 | 1.799 | 1.0333 |
Largest Winning Trade | 151000 | 151000 | 67076 | 244362 | 244362 | 108548 |
Largest Losing Trade | -79349 | -46363 | -79349 | -169568 | -156835 | -169568 |
Avg Bars in Trades | 111 | 89 | 134 | 111 | 89 | 134 |
Avg Bars in Winners | 162 | 118 | 215 | 162 | 118 | 215 |
Avg Bars in Losers | 76 | 65 | 86 | 76 | 65 | 86 |
Bars Traded | 7917 | 3207 | 4710 | 7917 | 3207 | 4710 |
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 | -85563 | 345503 | -584121 | -670018 | -83517 | -584121 |
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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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