Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747802.6126 | 960632.4284 | -212829.8158 | -100329.3378 | -165161.5114 | 64832.1737 |
Total P&L (%) | 747.8026 | 960.6324 | -212.8298 | -100.3293 | -165.1615 | 64.8322 |
Avg Daily Profit (%) | 0.3143 | 0.4038 | -0.0895 | 0 | 0 | 0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -353109 | -203976 | -220179 | -305332 | -419377 | -67881 |
Profit Factor | 1.7052 | 3.0105 | 0.6347 | 0.8645 | 0.6712 | 1.2725 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 23 | 12 | 11 | 46 | 23 | 23 |
Losing Trades | 47 | 23 | 24 | 24 | 12 | 12 |
Profitability (%) | 32.8571 | 34.2857 | 31.4286 | 65.7143 | 65.7143 | 65.7143 |
Ratio Avg Win / Avg Loss | 3.4846 | 5.7701 | 1.3847 | 0.451 | 0.3502 | 0.6639 |
Largest Winning Trade | 680648 | 680648 | 75356 | 167163 | 117913 | 167163 |
Largest Losing Trade | -120689 | -52609 | -120689 | -270664 | -270664 | -120689 |
Avg Bars in Trades | 199 | 185 | 213 | 199 | 185 | 213 |
Avg Bars in Winners | 339 | 316 | 364 | 130 | 116 | 144 |
Avg Bars in Losers | 130 | 116 | 144 | 330 | 316 | 345 |
Bars Traded | 13947 | 6476 | 7471 | 13947 | 6476 | 7471 |
Profit Streak | 0 | 0 | 0 | 205.9473 | 273.1139 | 205.9473 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93198 | 338718 | -586343 | -675779 | -577378 | -163503 |
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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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