Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624221.8029 | 684378.1366 | -60156.3337 | -24170.4541 | 126657.5337 | -150827.9878 |
Total P&L (%) | 624.2218 | 684.3781 | -60.1563 | -24.1705 | 126.6575 | -150.828 |
Avg Daily Profit (%) | 0.3371 | 0.3696 | -0.0325 | -0.0149 | 0.0442 | 0 |
Buy And Hold Return (%) | 90.6929 | 90.6929 | 90.6929 | 90.6929 | 90.6929 | 90.6929 |
Max Trade Drawdown | -142044 | -135186 | -96146 | -414748 | -316351 | -159631 |
Profit Factor | 1.9911 | 3.028 | 0.7942 | 0.9807 | 1.1884 | 0.739 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 42.2535 | 41.6667 | 42.8571 | 42.2535 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7212 | 4.2392 | 1.059 | 1.3402 | 1.6637 | 0.9854 |
Largest Winning Trade | 701047 | 701047 | 46499 | 417589 | 417589 | 89225 |
Largest Losing Trade | -38424 | -33331 | -38424 | -125143 | -99399 | -125143 |
Avg Bars in Trades | 148 | 141 | 154 | 148 | 141 | 154 |
Avg Bars in Winners | 225 | 209 | 242 | 225 | 209 | 242 |
Avg Bars in Losers | 91 | 93 | 89 | 91 | 93 | 89 |
Bars Traded | 10524 | 5102 | 5422 | 10524 | 5102 | 5422 |
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 | -81375 | 433026 | -581898 | -673401 | -191731 | -583565 |
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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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