Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234356.701 | 310591.9759 | -76235.2749 | -89559.7921 | 68710.2052 | -158269.9973 |
Total P&L (%) | 234.3567 | 310.592 | -76.2353 | -89.5598 | 68.7102 | -158.27 |
Avg Daily Profit (%) | 0.166 | 0.22 | -0.054 | -0.1599 | 0.037 | 0 |
Buy And Hold Return (%) | 97.5161 | 97.5161 | 97.5161 | 97.5161 | 97.5161 | 97.5161 |
Max Trade Drawdown | -293110 | -108550 | -203951 | -175689 | -9157 | -167615 |
Profit Factor | 1.3397 | 1.9656 | 0.7929 | 0.5833 | 4.876 | 0.1974 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 58.1081 | 56.7568 | 59.4595 | 58.1081 | 56.7568 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.9659 | 1.4976 | 0.5406 | 0.4205 | 3.715 | 0.1346 |
Largest Winning Trade | 211206 | 211206 | 33466 | 55535 | 55535 | 29504 |
Largest Losing Trade | -79576 | -52995 | -79576 | -140733 | -2769 | -140733 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 47 | 50 | 44 | 47 | 50 | 44 |
Avg Bars in Losers | 64 | 72 | 55 | 64 | 72 | 55 |
Bars Traded | 4028 | 2205 | 1823 | 4028 | 2205 | 1823 |
Profit Streak | 0 | 0 | 660.1597 | 0 | 0 | 660.1597 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65658 | 300572 | -578182 | -648226 | -300324 | -578182 |
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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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