Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746032.6103 | 871706.8969 | -125674.2867 | -97313.6544 | 10404.3006 | -107717.955 |
Total P&L (%) | 746.0326 | 871.7069 | -125.6743 | -97.3137 | 10.4043 | -107.718 |
Avg Daily Profit (%) | 0.3167 | 0.3701 | -0.0534 | -0.1534 | 0.0042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263128 | -227160 | -175306 | -101526 | -43842 | -101816 |
Profit Factor | 2.0489 | 3.2984 | 0.6215 | 0.5521 | 1.1374 | 0.239 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 35.7143 | 31.4286 | 40 | 35.7143 | 31.4286 | 40 |
Ratio Avg Win / Avg Loss | 3.688 | 7.1965 | 0.9322 | 0.9938 | 2.4816 | 0.3585 |
Largest Winning Trade | 1028974 | 1028974 | 59541 | 54547 | 54547 | 14015 |
Largest Losing Trade | -92655 | -39138 | -92655 | -65667 | -20444 | -65667 |
Avg Bars in Trades | 94 | 127 | 61 | 94 | 127 | 61 |
Avg Bars in Winners | 156 | 223 | 103 | 156 | 223 | 103 |
Avg Bars in Losers | 59 | 83 | 32 | 59 | 83 | 32 |
Bars Traded | 6607 | 4466 | 2141 | 6607 | 4466 | 2141 |
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 | -91403 | 308360 | -584676 | -685111 | -415924 | -584676 |
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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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