Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718143.7169 | 767586.6593 | -49442.9424 | -85705.5389 | -27523.1605 | -58182.3783 |
Total P&L (%) | 718.1437 | 767.5867 | -49.4429 | -85.7055 | -27.5232 | -58.1824 |
Avg Daily Profit (%) | 0.3051 | 0.3261 | -0.021 | -0.0826 | -0.0137 | -0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232786 | -79694 | -236428 | -95241 | -23920 | -79093 |
Profit Factor | 2.2142 | 4.2445 | 0.8607 | 0.4188 | 0.467 | 0.3929 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 41.5584 | 38.4615 | 44.7368 | 41.5584 | 38.4615 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.1138 | 6.7912 | 1.0632 | 0.589 | 0.7472 | 0.4853 |
Largest Winning Trade | 852387 | 852387 | 63362 | 10078 | 9845 | 10078 |
Largest Losing Trade | -90785 | -27532 | -90785 | -70213 | -18957 | -70213 |
Avg Bars in Trades | 82 | 64 | 101 | 82 | 64 | 101 |
Avg Bars in Winners | 135 | 93 | 172 | 135 | 93 | 172 |
Avg Bars in Losers | 44 | 46 | 43 | 44 | 46 | 43 |
Bars Traded | 6355 | 2514 | 3841 | 6355 | 2514 | 3841 |
Profit Streak | 0 | 0 | 44.3585 | 0 | 0 | 44.3585 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36410 | 428028 | -580590 | -630338 | -585244 | -582257 |
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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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