Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692474.5103 | 767652.7243 | -75178.214 | -99725.9831 | -864994.4225 | 765268.4394 |
Total P&L (%) | 692.4745 | 767.6527 | -75.1782 | -99.726 | -864.9944 | 765.2684 |
Avg Daily Profit (%) | 0.2897 | 0.3211 | -0.0314 | -0.2465 | 0 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342870 | -151504 | -216783 | -3331301 | -2565180 | -873169 |
Profit Factor | 1.8139 | 2.9538 | 0.8358 | 0.9765 | 0.7053 | 1.587 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.8387 | 51.6129 | 58.0645 | 54.8387 | 51.6129 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.4938 | 2.7692 | 0.6036 | 0.8042 | 0.6612 | 1.1462 |
Largest Winning Trade | 675494 | 675494 | 64803 | 1165410 | 1165410 | 682521 |
Largest Losing Trade | -95641 | -74811 | -95641 | -2492401 | -2492401 | -502138 |
Avg Bars in Trades | 74 | 63 | 85 | 74 | 63 | 85 |
Avg Bars in Winners | 92 | 73 | 109 | 92 | 73 | 109 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 4617 | 1975 | 2642 | 4617 | 1975 | 2642 |
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 | -146738 | 535786 | -579772 | -738650 | -580608 | -69134 |
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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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