Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358421.8965 | 380023.1034 | -21601.2069 | -17193.462 | 418445.4344 | -435638.8964 |
Total P&L (%) | 358.4219 | 380.0231 | -21.6012 | -17.1935 | 418.4454 | -435.6389 |
Avg Daily Profit (%) | 0.1872 | 0.1985 | -0.0113 | -0.0099 | 0.086 | 0 |
Buy And Hold Return (%) | 28.3984 | 28.3984 | 28.3984 | 28.3984 | 28.3984 | 28.3984 |
Max Trade Drawdown | -117467 | -143725 | -108336 | -601867 | -320370 | -534017 |
Profit Factor | 1.5395 | 2.3871 | 0.9447 | 0.9899 | 1.6815 | 0.601 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 50 | 54.0541 | 45.9459 | 50 | 54.0541 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.5395 | 2.0291 | 1.1114 | 0.9899 | 1.4293 | 0.7071 |
Largest Winning Trade | 129240 | 129240 | 50117 | 336692 | 336692 | 110143 |
Largest Losing Trade | -69974 | -54211 | -69974 | -479095 | -162512 | -479095 |
Avg Bars in Trades | 98 | 114 | 82 | 98 | 114 | 82 |
Avg Bars in Winners | 119 | 122 | 115 | 119 | 122 | 115 |
Avg Bars in Losers | 78 | 105 | 55 | 78 | 105 | 55 |
Bars Traded | 7322 | 4253 | 3070 | 7322 | 4253 | 3070 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58606 | 456723 | -580682 | -649555 | -75526 | -582349 |
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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) |
---|