Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602374.322 | 615576.4467 | -13202.1247 | -36838.686 | -49603.1908 | 12764.5048 |
Total P&L (%) | 602.3743 | 615.5764 | -13.2021 | -36.8387 | -49.6032 | 12.7645 |
Avg Daily Profit (%) | 0.3248 | 0.3319 | -0.0071 | -0.0248 | -0.0369 | 0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303984 | -256627 | -88979 | -997327 | -754318 | -344477 |
Profit Factor | 1.9259 | 2.3949 | 0.9369 | 0.975 | 0.9531 | 1.0306 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 47.8873 | 37.1429 | 58.3333 | 47.8873 | 37.1429 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.0959 | 4.053 | 0.6692 | 1.0611 | 1.613 | 0.7362 |
Largest Winning Trade | 646564 | 646564 | 36895 | 655452 | 655452 | 212940 |
Largest Losing Trade | -45194 | -45194 | -35152 | -419408 | -419408 | -168231 |
Avg Bars in Trades | 101 | 173 | 31 | 101 | 173 | 31 |
Avg Bars in Winners | 148 | 325 | 38 | 148 | 325 | 38 |
Avg Bars in Losers | 58 | 83 | 22 | 58 | 83 | 22 |
Bars Traded | 7206 | 6068 | 1138 | 7206 | 6068 | 1138 |
Profit Streak | 24.1105 | 0 | 48.1105 | 24.1105 | 0 | 48.1105 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78792 | 313853 | -579138 | -670665 | -583009 | -450819 |
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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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