Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730506.4746 | 807132.2929 | -76625.8183 | -99579.9919 | -45126.8479 | -54453.144 |
Total P&L (%) | 730.5065 | 807.1323 | -76.6258 | -99.58 | -45.1268 | -54.4531 |
Avg Daily Profit (%) | 0.3107 | 0.3432 | -0.0326 | -0.2325 | -0.0255 | -0.0334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323998 | -85437 | -321705 | -154251 | -35964 | -109321 |
Profit Factor | 2.0349 | 4.196 | 0.831 | 0.3622 | 0.0223 | 0.5049 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 39.7436 | 33.3333 | 46.1538 | 39.7436 | 33.3333 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.0852 | 8.392 | 0.9695 | 0.5492 | 0.0446 | 0.589 |
Largest Winning Trade | 923524 | 923524 | 58016 | 54307 | 516 | 54307 |
Largest Losing Trade | -96265 | -43838 | -96265 | -84947 | -28748 | -84947 |
Avg Bars in Trades | 115 | 91 | 140 | 115 | 91 | 140 |
Avg Bars in Winners | 204 | 139 | 251 | 204 | 139 | 251 |
Avg Bars in Losers | 57 | 67 | 45 | 57 | 67 | 45 |
Bars Traded | 9046 | 3560 | 5486 | 9046 | 3560 | 5486 |
Profit Streak | 0 | 0 | 51.405 | 0 | 0 | 51.405 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29915 | 360235 | -581264 | -623544 | -586961 | -581264 |
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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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