Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447583.397 | 456658.4415 | -9075.0445 | -436.1713 | 253275.7351 | -253711.9064 |
Total P&L (%) | 447.5834 | 456.6584 | -9.075 | -0.4362 | 253.2757 | -253.7119 |
Avg Daily Profit (%) | 0.239 | 0.2438 | -0.0048 | -0.0002 | 0.0674 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176790 | -134632 | -126477 | -560062 | -293985 | -305408 |
Profit Factor | 1.9079 | 2.9567 | 0.965 | 0.9995 | 1.6697 | 0.4001 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 45.1613 | 41.9355 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.3168 | 4.0939 | 1.0294 | 1.2136 | 2.3118 | 0.4268 |
Largest Winning Trade | 451479 | 451479 | 59202 | 486266 | 486266 | 42217 |
Largest Losing Trade | -64563 | -64563 | -44535 | -162065 | -162065 | -151714 |
Avg Bars in Trades | 115 | 109 | 120 | 115 | 109 | 120 |
Avg Bars in Winners | 157 | 149 | 165 | 157 | 149 | 165 |
Avg Bars in Losers | 79 | 81 | 77 | 79 | 81 | 77 |
Bars Traded | 7133 | 3408 | 3725 | 7133 | 3408 | 3725 |
Profit Streak | 0 | 178.2868 | 0 | 0 | 178.2868 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148804 | 425591 | -579778 | -739492 | -101590 | -581445 |
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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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