Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329695.9532 | 344372.7261 | -14676.7729 | -13793.7935 | 27167.7976 | -40961.5911 |
Total P&L (%) | 329.696 | 344.3727 | -14.6768 | -13.7938 | 27.1678 | -40.9616 |
Avg Daily Profit (%) | 0.3165 | 0.3306 | -0.0141 | -0.0142 | 0.0231 | -0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120932 | -110976 | -15220 | -481652 | -450873 | -41343 |
Profit Factor | 1.8856 | 1.9859 | 0.3621 | 0.9865 | 1.0282 | 0.2928 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 40.7407 | 47.5 | 34.1463 | 40.7407 | 47.5 | 34.1463 |
Ratio Avg Win / Avg Loss | 2.7427 | 2.195 | 0.6984 | 1.4349 | 1.1364 | 0.5648 |
Largest Winning Trade | 311365 | 311365 | 2108 | 363041 | 363041 | 5616 |
Largest Losing Trade | -73922 | -73922 | -3945 | -218085 | -218085 | -21336 |
Avg Bars in Trades | 270 | 545 | 1 | 270 | 545 | 1 |
Avg Bars in Winners | 348 | 604 | 1 | 348 | 604 | 1 |
Avg Bars in Losers | 216 | 492 | 1 | 216 | 492 | 1 |
Bars Traded | 21881 | 21839 | 42 | 21881 | 21839 | 42 |
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 | -7681 | 416392 | -586074 | -598989 | -355844 | -586629 |
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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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