Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358925.9149 | 347816.3476 | 11109.5673 | 14930.5127 | 128943.8496 | -114013.3369 |
Total P&L (%) | 358.9259 | 347.8163 | 11.1096 | 14.9305 | 128.9439 | -114.0133 |
Avg Daily Profit (%) | 0.1875 | 0.1817 | 0.0058 | 0.0073 | 0.0433 | 0 |
Buy And Hold Return (%) | 70.0378 | 70.0378 | 70.0378 | 70.0378 | 70.0378 | 70.0378 |
Max Trade Drawdown | -96460 | -51513 | -96580 | -110243 | -45202 | -135044 |
Profit Factor | 1.5667 | 2.3529 | 1.0295 | 1.0254 | 1.5986 | 0.6945 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 60.5634 | 60 | 61.1111 | 60.5634 | 60 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0202 | 1.5686 | 0.6552 | 0.6677 | 1.0658 | 0.442 |
Largest Winning Trade | 144330 | 144330 | 70198 | 43728 | 43728 | 32589 |
Largest Losing Trade | -58845 | -35422 | -58845 | -79200 | -43880 | -79200 |
Avg Bars in Trades | 49 | 21 | 77 | 49 | 21 | 77 |
Avg Bars in Winners | 50 | 17 | 82 | 50 | 17 | 82 |
Avg Bars in Losers | 49 | 27 | 71 | 49 | 27 | 71 |
Bars Traded | 3549 | 743 | 2806 | 3549 | 743 | 2806 |
Profit Streak | 226.9023 | 0 | 285.9023 | 226.9023 | 0 | 285.9023 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81061 | 437298 | -537777 | -632222 | -139566 | -577991 |
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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) |
---|