Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594473.0454 | 612338.2731 | -17865.2277 | -43387.6716 | -58087.6175 | 14699.9459 |
Total P&L (%) | 594.473 | 612.3383 | -17.8652 | -43.3877 | -58.0876 | 14.6999 |
Avg Daily Profit (%) | 0.2517 | 0.2592 | -0.0076 | -0.0241 | -0.0368 | 0.0058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263808 | -91258 | -238460 | -98334 | -70127 | -81969 |
Profit Factor | 1.9104 | 3.1522 | 0.9515 | 0.8835 | 0.682 | 1.0775 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 35.0649 | 35.8974 | 34.2105 | 35.0649 | 35.8974 | 34.2105 |
Ratio Avg Win / Avg Loss | 3.5377 | 5.6289 | 1.8298 | 1.6361 | 1.2178 | 2.072 |
Largest Winning Trade | 590117 | 590117 | 62757 | 48781 | 29440 | 48781 |
Largest Losing Trade | -80790 | -22602 | -80790 | -29321 | -29321 | -26673 |
Avg Bars in Trades | 111 | 80 | 144 | 111 | 80 | 144 |
Avg Bars in Winners | 234 | 130 | 346 | 234 | 130 | 346 |
Avg Bars in Losers | 45 | 52 | 39 | 45 | 52 | 39 |
Bars Traded | 8610 | 3125 | 5485 | 8610 | 3125 | 5485 |
Profit Streak | 0 | 0 | 136.1574 | 0 | 0 | 136.1574 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39979 | 327742 | -583558 | -630085 | -584575 | -344400 |
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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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