Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418472.3362 | 458101.4591 | -39629.1229 | -20324.0336 | 202788.7109 | -223112.7444 |
Total P&L (%) | 418.4723 | 458.1015 | -39.6291 | -20.324 | 202.7887 | -223.1127 |
Avg Daily Profit (%) | 0.2235 | 0.2447 | -0.0212 | -0.0121 | 0.0592 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221857 | -194427 | -54902 | -634988 | -534562 | -295275 |
Profit Factor | 1.7205 | 2.0315 | 0.7101 | 0.9818 | 1.2637 | 0.3619 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 43.8356 | 41.6667 | 45.9459 | 43.8356 | 41.6667 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.2044 | 2.8441 | 0.8354 | 1.258 | 1.7691 | 0.4257 |
Largest Winning Trade | 263127 | 263127 | 17196 | 242523 | 242523 | 44375 |
Largest Losing Trade | -46389 | -46389 | -27031 | -160699 | -135157 | -160699 |
Avg Bars in Trades | 47 | 91 | 4 | 47 | 91 | 4 |
Avg Bars in Winners | 54 | 112 | 3 | 54 | 112 | 3 |
Avg Bars in Losers | 41 | 77 | 4 | 41 | 77 | 4 |
Bars Traded | 3453 | 3303 | 150 | 3453 | 3303 | 150 |
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 | -67591 | 310367 | -582071 | -657786 | -116145 | -582071 |
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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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