Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696776.0654 | 700991.65 | -4215.5846 | -3891.4278 | 623015.0337 | -626906.4615 |
Total P&L (%) | 696.7761 | 700.9917 | -4.2156 | -3.8914 | 623.015 | -626.9065 |
Avg Daily Profit (%) | 0.3753 | 0.3776 | -0.0023 | -0.0021 | 0.1066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165191 | -87759 | -110396 | -802226 | -420796 | -741907 |
Profit Factor | 2.3994 | 3.901 | 0.9836 | 0.9986 | 1.548 | 0.6189 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 40.5797 | 42.8571 | 38.2353 | 40.5797 | 42.8571 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.5134 | 5.2013 | 1.5888 | 1.4622 | 2.064 | 0.9997 |
Largest Winning Trade | 737180 | 737180 | 90194 | 737180 | 737180 | 369841 |
Largest Losing Trade | -71577 | -37438 | -71577 | -635426 | -157584 | -635426 |
Avg Bars in Trades | 102 | 57 | 149 | 102 | 57 | 149 |
Avg Bars in Winners | 209 | 101 | 335 | 209 | 101 | 335 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 7097 | 2017 | 5080 | 7097 | 2017 | 5080 |
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 | -95833 | 495257 | -582592 | -689052 | -50313 | -585370 |
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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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