Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373565.13 | 371584.747 | 1980.3829 | -155677.3749 | -60483.3985 | -95193.9764 |
Total P&L (%) | 373.5651 | 371.5847 | 1.9804 | -155.6774 | -60.4834 | -95.194 |
Avg Daily Profit (%) | 0.1561 | 0.1552 | 0.0008 | 0 | -0.0388 | -0.1267 |
Buy And Hold Return (%) | 13.8994 | 13.8994 | 13.8994 | 13.8994 | 13.8994 | 13.8994 |
Max Trade Drawdown | -137438 | -110357 | -115986 | -741151 | -520891 | -517810 |
Profit Factor | 1.6568 | 2.6974 | 1.0057 | 0.9147 | 0.9168 | 0.9133 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 16 | 16 | 29 | 14 | 15 |
Losing Trades | 37 | 19 | 18 | 40 | 21 | 19 |
Profitability (%) | 46.3768 | 45.7143 | 47.0588 | 42.029 | 40 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.9157 | 3.2031 | 1.1314 | 1.2616 | 1.3751 | 1.1568 |
Largest Winning Trade | 125820 | 125820 | 58930 | 168289 | 145081 | 168289 |
Largest Losing Trade | -105256 | -31017 | -105256 | -404227 | -105021 | -404227 |
Avg Bars in Trades | 65 | 54 | 77 | 65 | 54 | 77 |
Avg Bars in Winners | 86 | 70 | 103 | 87 | 77 | 96 |
Avg Bars in Losers | 47 | 40 | 54 | 50 | 38 | 62 |
Bars Traded | 4544 | 1901 | 2643 | 4544 | 1901 | 2643 |
Profit Streak | 9.2169 | 71.7169 | 0 | 0 | 0 | 87.2169 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96635 | 420314 | -572942 | -688488 | -583009 | -580455 |
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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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