Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259529.6491 | 278221.6281 | -18691.979 | -82470.0863 | 126805.7312 | -209275.8174 |
Total P&L (%) | 259.5296 | 278.2216 | -18.692 | -82.4701 | 126.8057 | -209.2758 |
Avg Daily Profit (%) | 0.1838 | 0.197 | -0.0132 | -0.1232 | 0.058 | 0 |
Buy And Hold Return (%) | 74.9929 | 74.9929 | 74.9929 | 74.9929 | 74.9929 | 74.9929 |
Max Trade Drawdown | -168887 | -79114 | -145542 | -321035 | -60570 | -294432 |
Profit Factor | 1.4433 | 1.9958 | 0.9389 | 0.7992 | 2.6404 | 0.3724 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 70 | 71.4286 | 68.5714 | 70 | 71.4286 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.6185 | 0.7983 | 0.4303 | 0.3425 | 1.0562 | 0.1707 |
Largest Winning Trade | 60577 | 60577 | 38576 | 77571 | 77571 | 50706 |
Largest Losing Trade | -84948 | -61971 | -84948 | -269104 | -43607 | -269104 |
Avg Bars in Trades | 76 | 86 | 66 | 76 | 86 | 66 |
Avg Bars in Winners | 55 | 61 | 48 | 55 | 61 | 48 |
Avg Bars in Losers | 125 | 147 | 105 | 125 | 147 | 105 |
Bars Traded | 5355 | 3022 | 2333 | 5355 | 3022 | 2333 |
Profit Streak | 479.6273 | 479.6273 | 592.6273 | 479.6273 | 479.6273 | 592.6273 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90496 | 341377 | -576996 | -675348 | -117126 | -576996 |
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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) |
---|