Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496976.2025 | 522797.0302 | -25820.8277 | -150258.4372 | 321246.1032 | -471504.5404 |
Total P&L (%) | 496.9762 | 522.797 | -25.8208 | -150.2584 | 321.2461 | -471.5045 |
Avg Daily Profit (%) | 0.2658 | 0.2796 | -0.0138 | 0 | 0.0769 | 0 |
Buy And Hold Return (%) | 13.4589 | 13.4589 | 13.4589 | 13.4589 | 13.4589 | 13.4589 |
Max Trade Drawdown | -244778 | -153777 | -147626 | -571685 | -275914 | -488830 |
Profit Factor | 1.7606 | 2.69 | 0.9249 | 0.8515 | 1.9313 | 0.2932 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 16 | 19 | 39 | 22 | 17 |
Losing Trades | 36 | 19 | 17 | 32 | 13 | 19 |
Profitability (%) | 49.2958 | 45.7143 | 52.7778 | 54.9296 | 62.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.8109 | 3.1944 | 0.8276 | 0.6987 | 1.1412 | 0.3277 |
Largest Winning Trade | 300228 | 300228 | 41307 | 333356 | 333356 | 77661 |
Largest Losing Trade | -113614 | -51883 | -113614 | -299039 | -147670 | -299039 |
Avg Bars in Trades | 73 | 86 | 61 | 73 | 86 | 61 |
Avg Bars in Winners | 85 | 84 | 87 | 67 | 92 | 34 |
Avg Bars in Losers | 61 | 88 | 31 | 81 | 77 | 85 |
Bars Traded | 5232 | 3036 | 2196 | 5232 | 3036 | 2196 |
Profit Streak | 106.2935 | 106.6269 | 106.2935 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79071 | 458471 | -579858 | -671138 | -86000 | -581860 |
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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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