Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351537.974 | 394518.5641 | -42980.59 | -66921.5019 | 307016.1419 | -373937.6438 |
Total P&L (%) | 351.538 | 394.5186 | -42.9806 | -66.9215 | 307.0161 | -373.9376 |
Avg Daily Profit (%) | 0.1495 | 0.1678 | -0.0183 | -0.047 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142793 | -138628 | -83230 | -1298641 | -1239804 | -475611 |
Profit Factor | 1.6236 | 1.9407 | 0.7023 | 0.9713 | 1.1787 | 0.3884 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 58.9041 | 61.1111 | 56.7568 | 58.9041 | 61.1111 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.1327 | 1.235 | 0.5351 | 0.6776 | 0.7501 | 0.296 |
Largest Winning Trade | 165306 | 165306 | 14193 | 469135 | 469135 | 94970 |
Largest Losing Trade | -85711 | -85711 | -55833 | -1071500 | -1071500 | -358759 |
Avg Bars in Trades | 117 | 234 | 2 | 117 | 234 | 2 |
Avg Bars in Winners | 62 | 119 | 2 | 62 | 119 | 2 |
Avg Bars in Losers | 195 | 415 | 3 | 195 | 415 | 3 |
Bars Traded | 8558 | 8454 | 104 | 8558 | 8454 | 104 |
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 | -66362 | 408907 | -579618 | -655623 | -137388 | -579618 |
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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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