Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204547.384 | 246087.4988 | -41540.1148 | -99407.378 | 117505.5767 | -216912.9547 |
Total P&L (%) | 204.5474 | 246.0875 | -41.5401 | -99.4074 | 117.5056 | -216.913 |
Avg Daily Profit (%) | 0.1448 | 0.1742 | -0.0294 | -0.3624 | 0.055 | 0 |
Buy And Hold Return (%) | 74.8929 | 74.8929 | 74.8929 | 74.8929 | 74.8929 | 74.8929 |
Max Trade Drawdown | -117866 | -73456 | -101132 | -250639 | -1026 | -250730 |
Profit Factor | 1.4786 | 2.7467 | 0.855 | 0.6078 | 85.9717 | 0.1395 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 12 | 5 | 7 | 12 | 5 | 7 |
Profitability (%) | 82.8571 | 85.7143 | 80 | 82.8571 | 85.7143 | 80 |
Ratio Avg Win / Avg Loss | 0.3059 | 0.4578 | 0.2137 | 0.1257 | 14.3286 | 0.0349 |
Largest Winning Trade | 36556 | 36556 | 31115 | 53863 | 53863 | 18242 |
Largest Losing Trade | -99760 | -61279 | -99760 | -250315 | -670 | -250315 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 121 | 137 | 109 | 121 | 137 | 109 |
Bars Traded | 2569 | 1354 | 1215 | 2569 | 1354 | 1215 |
Profit Streak | 537.5216 | 834.5216 | 537.5216 | 537.5216 | 834.5216 | 537.5216 |
Trades During Streak | 4 | 11 | 2 | 4 | 11 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96545 | 463960 | -575939 | -673759 | -114511 | -575939 |
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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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