Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266501.5127 | 290719.5788 | -24218.0662 | 16149.6906 | 979232.2149 | -963082.5243 |
Total P&L (%) | 266.5015 | 290.7196 | -24.2181 | 16.1497 | 979.2322 | -963.0825 |
Avg Daily Profit (%) | 0.1566 | 0.1708 | -0.0142 | 0.0088 | 0.1399 | 0 |
Buy And Hold Return (%) | 47.683 | 47.683 | 47.683 | 47.683 | 47.683 | 47.683 |
Max Trade Drawdown | -187096 | -73805 | -131229 | -1517711 | -538778 | -1260732 |
Profit Factor | 1.5946 | 2.7281 | 0.9135 | 1.0044 | 1.7736 | 0.6022 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.8571 | 40 | 45.7143 | 42.8571 | 40 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.1261 | 4.0922 | 1.0848 | 1.3392 | 2.6605 | 0.7151 |
Largest Winning Trade | 161174 | 161174 | 62329 | 514074 | 514074 | 389555 |
Largest Losing Trade | -66502 | -17934 | -66502 | -412679 | -199419 | -412679 |
Avg Bars in Trades | 69 | 75 | 62 | 69 | 75 | 62 |
Avg Bars in Winners | 89 | 115 | 66 | 89 | 115 | 66 |
Avg Bars in Losers | 54 | 49 | 59 | 54 | 49 | 59 |
Bars Traded | 4847 | 2657 | 2190 | 4847 | 2657 | 2190 |
Profit Streak | 0 | 92.017 | 0 | 0 | 92.017 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92250 | 310870 | -580787 | -664119 | -5879 | -582454 |
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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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