Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94212.2489 | 345934.4813 | -251722.2324 | -102833.9059 | 21494.1952 | -124328.1011 |
Total P&L (%) | 94.2122 | 345.9345 | -251.7222 | -102.8339 | 21.4942 | -124.3281 |
Avg Daily Profit (%) | 0.0508 | 0.1864 | -0.1356 | 0 | 0.0105 | 0 |
Buy And Hold Return (%) | 126.4552 | 126.4552 | 126.4552 | 126.4552 | 126.4552 | 126.4552 |
Max Trade Drawdown | -222809 | -48536 | -268783 | -142908 | -15828 | -73853 |
Profit Factor | 1.1114 | 3.411 | 0.6416 | 0.4441 | 1.8701 | 0.2243 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 16 | 11 | 42 | 22 | 20 |
Losing Trades | 44 | 20 | 24 | 29 | 14 | 15 |
Profitability (%) | 38.0282 | 44.4444 | 31.4286 | 59.1549 | 61.1111 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.8111 | 4.2637 | 1.3999 | 0.3066 | 1.1901 | 0.1682 |
Largest Winning Trade | 163493 | 163493 | 79219 | 29893 | 29893 | 8249 |
Largest Losing Trade | -120501 | -18996 | -120501 | -67803 | -8075 | -67803 |
Avg Bars in Trades | 289 | 94 | 490 | 289 | 94 | 490 |
Avg Bars in Winners | 507 | 144 | 1036 | 141 | 64 | 225 |
Avg Bars in Losers | 156 | 54 | 240 | 504 | 141 | 844 |
Bars Traded | 20584 | 3404 | 17180 | 20584 | 3404 | 17180 |
Profit Streak | 146.1466 | 298.8133 | 146.1466 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -482381 | 355195 | -585770 | -670591 | -340719 | -579861 |
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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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