Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677079.7683 | 793912.5179 | -116832.7497 | -94222.9913 | -61242.0769 | -32980.9145 |
Total P&L (%) | 677.0798 | 793.9125 | -116.8328 | -94.223 | -61.2421 | -32.9809 |
Avg Daily Profit (%) | 0.2809 | 0.3294 | -0.0485 | -0.1182 | -0.0393 | -0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200759 | -187594 | -205476 | -157134 | -68580 | -98687 |
Profit Factor | 1.9058 | 3.1814 | 0.6954 | 0.6948 | 0.6493 | 0.7541 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 35.3846 | 31.25 | 39.3939 | 35.3846 | 31.25 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.4802 | 6.999 | 1.0698 | 1.2688 | 1.4285 | 1.1602 |
Largest Winning Trade | 881334 | 881334 | 62022 | 72451 | 72451 | 62022 |
Largest Losing Trade | -73451 | -47696 | -73451 | -47496 | -47496 | -36308 |
Avg Bars in Trades | 71 | 56 | 85 | 71 | 56 | 85 |
Avg Bars in Winners | 116 | 96 | 131 | 116 | 96 | 131 |
Avg Bars in Losers | 46 | 38 | 55 | 46 | 38 | 55 |
Bars Traded | 4639 | 1807 | 2832 | 4639 | 1807 | 2832 |
Profit Streak | 0 | 53.9892 | 0 | 0 | 53.9892 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129613 | 335020 | -583260 | -721072 | -585029 | -583260 |
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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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