Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271874.7293 | 226197.2776 | 45677.4517 | -426838.4573 | -18294.6952 | -408543.7621 |
Total P&L (%) | 271.8747 | 226.1973 | 45.6775 | -426.8385 | -18.2947 | -408.5438 |
Avg Daily Profit (%) | 0.2203 | 0.1833 | 0.037 | 0 | -0.0164 | 0 |
Buy And Hold Return (%) | 116.2141 | 116.2141 | 116.2141 | 116.2141 | 116.2141 | 116.2141 |
Max Trade Drawdown | -123230 | -33596 | -132250 | -1612659 | -343871 | -1395427 |
Profit Factor | 1.6663 | 3.2941 | 1.1476 | 0.839 | 0.9757 | 0.7847 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 46 | 24 | 22 | 35 | 17 | 18 |
Losing Trades | 25 | 12 | 13 | 36 | 19 | 17 |
Profitability (%) | 64.7887 | 66.6667 | 62.8571 | 49.2958 | 47.2222 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.9056 | 1.6471 | 0.6781 | 0.8629 | 1.0905 | 0.7411 |
Largest Winning Trade | 68571 | 68571 | 67541 | 373987 | 170707 | 373987 |
Largest Losing Trade | -123031 | -22462 | -123031 | -777979 | -135756 | -777979 |
Avg Bars in Trades | 95 | 44 | 148 | 95 | 44 | 148 |
Avg Bars in Winners | 95 | 33 | 162 | 94 | 65 | 121 |
Avg Bars in Losers | 97 | 66 | 125 | 96 | 25 | 176 |
Bars Traded | 6801 | 1600 | 5201 | 6801 | 1600 | 5201 |
Profit Streak | 0 | 0 | 0 | 140.2982 | 140.2982 | 165.1316 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85536 | 312753 | -367405 | -670883 | -578842 | -579219 |
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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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