Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261127.3765 | 317591.2964 | -56463.9199 | -45550.1381 | 117401.043 | -162951.1811 |
Total P&L (%) | 261.1274 | 317.5913 | -56.4639 | -45.5501 | 117.401 | -162.9512 |
Avg Daily Profit (%) | 0.1369 | 0.1665 | -0.0296 | -0.0319 | 0.0407 | 0 |
Buy And Hold Return (%) | 19.1534 | 19.1534 | 19.1534 | 19.1534 | 19.1534 | 19.1534 |
Max Trade Drawdown | -211205 | -128510 | -186288 | -480645 | -281463 | -297645 |
Profit Factor | 1.4109 | 2.0749 | 0.8339 | 0.9636 | 1.1907 | 0.7442 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 42.4658 | 45.9459 | 38.8889 | 42.4658 | 45.9459 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.9116 | 2.441 | 1.3104 | 1.3056 | 1.4008 | 1.1694 |
Largest Winning Trade | 255046 | 255046 | 57056 | 290411 | 290411 | 121725 |
Largest Losing Trade | -42594 | -37611 | -42594 | -99708 | -99708 | -86320 |
Avg Bars in Trades | 47 | 33 | 61 | 47 | 33 | 61 |
Avg Bars in Winners | 62 | 33 | 97 | 62 | 33 | 97 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 3434 | 1233 | 2201 | 3434 | 1233 | 2201 |
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 | -87566 | 349513 | -583434 | -658318 | -151397 | -583434 |
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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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