Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661161.2204 | 870906.0624 | -209744.842 | -137009.884 | 243326.8486 | -380336.7325 |
Total P&L (%) | 661.1612 | 870.9061 | -209.7448 | -137.0099 | 243.3268 | -380.3367 |
Avg Daily Profit (%) | 0.297 | 0.3912 | -0.0942 | 0 | 0.0554 | 0 |
Buy And Hold Return (%) | 235.0773 | 235.0773 | 235.0773 | 235.0773 | 235.0773 | 235.0773 |
Max Trade Drawdown | -268682 | -121592 | -229896 | -261213 | -33937 | -348648 |
Profit Factor | 1.9269 | 3.991 | 0.5031 | 0.747 | 3.6573 | 0.1548 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 14 | 18 | 40 | 23 | 17 |
Losing Trades | 39 | 21 | 18 | 31 | 12 | 19 |
Profitability (%) | 45.0704 | 40 | 50 | 56.338 | 65.7143 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.3484 | 5.9865 | 0.5031 | 0.5789 | 1.9082 | 0.173 |
Largest Winning Trade | 893085 | 893085 | 47427 | 146732 | 146732 | 25105 |
Largest Losing Trade | -160454 | -55236 | -160454 | -260243 | -33937 | -260243 |
Avg Bars in Trades | 85 | 113 | 58 | 85 | 113 | 58 |
Avg Bars in Winners | 121 | 188 | 69 | 61 | 76 | 41 |
Avg Bars in Losers | 56 | 64 | 47 | 116 | 185 | 73 |
Bars Traded | 6080 | 3983 | 2097 | 6080 | 3983 | 2097 |
Profit Streak | 0 | 0 | 0 | 158.6357 | 258.9691 | 158.6357 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83946 | 372387 | -580780 | -669991 | -264333 | -581283 |
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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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