Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185860.1046 | 284887.5076 | -99027.4031 | -95422.8113 | 91073.8567 | -186496.668 |
Total P&L (%) | 185.8601 | 284.8875 | -99.0274 | -95.4228 | 91.0739 | -186.4967 |
Avg Daily Profit (%) | 0.1002 | 0.1536 | -0.0534 | -0.1661 | 0.0349 | 0 |
Buy And Hold Return (%) | 69.8678 | 69.8678 | 69.8678 | 69.8678 | 69.8678 | 69.8678 |
Max Trade Drawdown | -143596 | -129128 | -168953 | -164861 | -48140 | -192256 |
Profit Factor | 1.2458 | 1.8677 | 0.7686 | 0.7442 | 1.8923 | 0.3119 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 56.338 | 52.7778 | 60 | 56.338 | 52.7778 | 60 |
Ratio Avg Win / Avg Loss | 0.9655 | 1.6711 | 0.5124 | 0.5768 | 1.6931 | 0.208 |
Largest Winning Trade | 147319 | 147319 | 43475 | 67886 | 67886 | 14626 |
Largest Losing Trade | -89371 | -45316 | -89371 | -151429 | -30438 | -151429 |
Avg Bars in Trades | 50 | 49 | 50 | 50 | 49 | 50 |
Avg Bars in Winners | 39 | 34 | 45 | 39 | 34 | 45 |
Avg Bars in Losers | 63 | 66 | 59 | 63 | 66 | 59 |
Bars Traded | 3559 | 1778 | 1781 | 3559 | 1778 | 1781 |
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 | -154719 | 323059 | -579491 | -670956 | -213658 | -579491 |
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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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