Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321372.9343 | 340602.6678 | -19229.7334 | -34627.9588 | 142298.7959 | -176926.7547 |
Total P&L (%) | 321.3729 | 340.6027 | -19.2297 | -34.628 | 142.2988 | -176.9268 |
Avg Daily Profit (%) | 0.1684 | 0.1785 | -0.0101 | -0.0223 | 0.0464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195106 | -122093 | -103644 | -522935 | -317970 | -258758 |
Profit Factor | 1.5804 | 2.3701 | 0.937 | 0.9768 | 1.2227 | 0.7926 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 45.7143 | 50 | 47.8261 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 1.724 | 2.8145 | 0.937 | 1.0656 | 1.452 | 0.7926 |
Largest Winning Trade | 217995 | 217995 | 60841 | 179129 | 179129 | 153968 |
Largest Losing Trade | -72319 | -28626 | -72319 | -141835 | -131919 | -141835 |
Avg Bars in Trades | 76 | 81 | 72 | 76 | 81 | 72 |
Avg Bars in Winners | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Losers | 61 | 69 | 52 | 61 | 69 | 52 |
Bars Traded | 5308 | 2835 | 2473 | 5308 | 2835 | 2473 |
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 | -96863 | 369921 | -580795 | -686234 | -133012 | -580795 |
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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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