Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283251.1293 | 297475.984 | -14224.8546 | -50489.0365 | -249425.9071 | 198936.8706 |
Total P&L (%) | 283.2511 | 297.476 | -14.2249 | -50.489 | -249.4259 | 198.9369 |
Avg Daily Profit (%) | 0.2005 | 0.2106 | -0.0101 | -0.0498 | 0 | 0.0776 |
Buy And Hold Return (%) | 96.8177 | 96.8177 | 96.8177 | 96.8177 | 96.8177 | 96.8177 |
Max Trade Drawdown | -172617 | -84497 | -106868 | -1787932 | -1626679 | -326116 |
Profit Factor | 1.7359 | 2.6742 | 0.9314 | 0.9819 | 0.8782 | 1.271 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 14 | 5 | 9 | 14 | 5 | 9 |
Profitability (%) | 80.2817 | 85.7143 | 75 | 80.2817 | 85.7143 | 75 |
Ratio Avg Win / Avg Loss | 0.4264 | 0.4457 | 0.3105 | 0.2412 | 0.1464 | 0.4237 |
Largest Winning Trade | 45945 | 45945 | 27539 | 380043 | 380043 | 223839 |
Largest Losing Trade | -92155 | -76319 | -92155 | -1195613 | -1195613 | -326116 |
Avg Bars in Trades | 34 | 62 | 7 | 34 | 62 | 7 |
Avg Bars in Winners | 13 | 22 | 3 | 13 | 22 | 3 |
Avg Bars in Losers | 120 | 302 | 19 | 120 | 302 | 19 |
Bars Traded | 2468 | 2194 | 274 | 2468 | 2194 | 274 |
Profit Streak | 0 | 706.2917 | 0 | 0 | 706.2917 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82122 | 462015 | -577261 | -667861 | -574932 | -94164 |
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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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