Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420694.3266 | 474229.1784 | -53534.8518 | -84103.3174 | -46489.6268 | -37613.6906 |
Total P&L (%) | 420.6943 | 474.2292 | -53.5349 | -84.1033 | -46.4896 | -37.6137 |
Avg Daily Profit (%) | 0.1681 | 0.1895 | -0.0214 | -0.0735 | -0.025 | -0.0189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166319 | -142751 | -99694 | -84754 | -80739 | -35983 |
Profit Factor | 1.6397 | 2.2734 | 0.8123 | 0.6839 | 0.7196 | 0.625 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.6397 | 2.8796 | 0.6413 | 0.6839 | 0.9114 | 0.4935 |
Largest Winning Trade | 604221 | 604221 | 30471 | 71790 | 71790 | 12097 |
Largest Losing Trade | -60630 | -60630 | -44653 | -46883 | -46883 | -24035 |
Avg Bars in Trades | 106 | 106 | 105 | 106 | 106 | 105 |
Avg Bars in Winners | 115 | 124 | 108 | 115 | 124 | 108 |
Avg Bars in Losers | 96 | 93 | 101 | 96 | 93 | 101 |
Bars Traded | 7230 | 3637 | 3593 | 7230 | 3637 | 3593 |
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 | -103046 | 343966 | -580032 | -694277 | -583082 | -580032 |
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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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