Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343475.1038 | 364547.9051 | -21072.8013 | -29029.8778 | -9369.9299 | -19659.9479 |
Total P&L (%) | 343.4751 | 364.5479 | -21.0728 | -29.0299 | -9.3699 | -19.6599 |
Avg Daily Profit (%) | 0.1463 | 0.1553 | -0.009 | -0.0146 | -0.0042 | -0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157066 | -74053 | -206651 | -144158 | -64778 | -108913 |
Profit Factor | 1.5588 | 2.1677 | 0.9303 | 0.9356 | 0.9583 | 0.9131 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 44.2857 | 42.8571 | 45.7143 | 44.2857 | 42.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.961 | 2.8902 | 1.1048 | 1.1771 | 1.2778 | 1.0843 |
Largest Winning Trade | 250521 | 250521 | 61818 | 55101 | 35321 | 55101 |
Largest Losing Trade | -47903 | -45884 | -47903 | -42847 | -41358 | -42847 |
Avg Bars in Trades | 64 | 56 | 73 | 64 | 56 | 73 |
Avg Bars in Winners | 103 | 90 | 116 | 103 | 90 | 116 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 4535 | 1966 | 2569 | 4535 | 1966 | 2569 |
Profit Streak | 0 | 0 | 75.6241 | 0 | 0 | 75.6241 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95943 | 308710 | -580229 | -680111 | -581898 | -580229 |
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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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