Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720088.7933 | 728070.3317 | -7981.5383 | -54569.0342 | -83811.7796 | 29242.7454 |
Total P&L (%) | 720.0888 | 728.0703 | -7.9815 | -54.569 | -83.8118 | 29.2427 |
Avg Daily Profit (%) | 0.3456 | 0.3495 | -0.0038 | -0.0379 | -0.0874 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232511 | -222888 | -10557 | -2117342 | -2088464 | -29390 |
Profit Factor | 2.5943 | 2.6987 | 0.654 | 0.9782 | 0.9656 | 1.436 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 40.5797 | 35.2941 | 45.7143 | 40.5797 | 35.2941 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.7988 | 4.9477 | 0.7766 | 1.4324 | 1.7703 | 1.7052 |
Largest Winning Trade | 837447 | 837447 | 2397 | 909433 | 909433 | 46916 |
Largest Losing Trade | -59919 | -59919 | -4662 | -1283995 | -1283995 | -19488 |
Avg Bars in Trades | 350 | 711 | 1 | 350 | 711 | 1 |
Avg Bars in Winners | 332 | 774 | 1 | 332 | 774 | 1 |
Avg Bars in Losers | 363 | 676 | 1 | 363 | 676 | 1 |
Bars Traded | 24215 | 24180 | 35 | 24215 | 24180 | 35 |
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 | -95711 | 314200 | -581621 | -689052 | -583736 | -178938 |
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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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