Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231974.5707 | 327516.9405 | -95542.3698 | -77663.7967 | 85809.8017 | -163473.5984 |
Total P&L (%) | 231.9746 | 327.5169 | -95.5424 | -77.6638 | 85.8098 | -163.4736 |
Avg Daily Profit (%) | 0.1265 | 0.1786 | -0.0521 | -0.0817 | 0.0338 | 0 |
Buy And Hold Return (%) | 109.901 | 109.901 | 109.901 | 109.901 | 109.901 | 109.901 |
Max Trade Drawdown | -102958 | -79875 | -99267 | -102476 | -40209 | -97752 |
Profit Factor | 1.4013 | 2.7996 | 0.7588 | 0.7959 | 1.8912 | 0.4248 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.8873 | 52.7778 | 42.8571 | 47.8873 | 52.7778 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.525 | 2.5049 | 1.0117 | 0.8661 | 1.6921 | 0.5664 |
Largest Winning Trade | 263862 | 263862 | 55949 | 90510 | 90510 | 24801 |
Largest Losing Trade | -79508 | -25728 | -79508 | -70764 | -15937 | -70764 |
Avg Bars in Trades | 48 | 28 | 69 | 48 | 28 | 69 |
Avg Bars in Winners | 72 | 37 | 116 | 72 | 37 | 116 |
Avg Bars in Losers | 27 | 18 | 34 | 27 | 18 | 34 |
Bars Traded | 3454 | 1013 | 2441 | 3454 | 1013 | 2441 |
Profit Streak | 0 | 0 | 44.294 | 0 | 0 | 44.294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120593 | 370379 | -581344 | -672877 | -309308 | -583011 |
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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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