Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254909.9515 | 342784.0903 | -87874.1388 | -93956.5996 | 72127.6458 | -166084.2454 |
Total P&L (%) | 254.91 | 342.7841 | -87.8741 | -93.9566 | 72.1276 | -166.0842 |
Avg Daily Profit (%) | 0.1383 | 0.1859 | -0.0477 | -0.1521 | 0.0295 | 0 |
Buy And Hold Return (%) | 95.6102 | 95.6102 | 95.6102 | 95.6102 | 95.6102 | 95.6102 |
Max Trade Drawdown | -171079 | -80161 | -123366 | -174322 | -34636 | -141838 |
Profit Factor | 1.395 | 2.3741 | 0.778 | 0.7693 | 1.7034 | 0.4549 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 46.5753 | 47.2222 | 45.9459 | 46.5753 | 47.2222 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.6002 | 2.6534 | 0.9153 | 0.8824 | 1.9038 | 0.5351 |
Largest Winning Trade | 215721 | 215721 | 50244 | 44961 | 44961 | 32667 |
Largest Losing Trade | -90526 | -59372 | -90526 | -136201 | -23006 | -136201 |
Avg Bars in Trades | 71 | 68 | 75 | 71 | 68 | 75 |
Avg Bars in Winners | 73 | 55 | 90 | 73 | 55 | 90 |
Avg Bars in Losers | 70 | 79 | 62 | 70 | 79 | 62 |
Bars Traded | 5233 | 2454 | 2779 | 5233 | 2454 | 2779 |
Profit Streak | 29.7656 | 0 | 34.4323 | 29.7656 | 0 | 34.4323 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87158 | 300589 | -581807 | -657847 | -317158 | -581807 |
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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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