Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329929.0269 | 356459.5033 | -26530.4764 | -35067.4454 | 96956.8815 | -132024.3269 |
Total P&L (%) | 329.929 | 356.4595 | -26.5305 | -35.0674 | 96.9569 | -132.0243 |
Avg Daily Profit (%) | 0.1526 | 0.1649 | -0.0123 | -0.02 | 0.0314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216374 | -198580 | -55850 | -648160 | -468503 | -205360 |
Profit Factor | 1.8549 | 2.3055 | 0.765 | 0.9587 | 1.1644 | 0.4906 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.1013 | 46.1538 | 50 | 48.1013 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 2.0013 | 2.6897 | 0.765 | 1.0344 | 1.3585 | 0.4906 |
Largest Winning Trade | 456568 | 456568 | 9865 | 331885 | 331885 | 48044 |
Largest Losing Trade | -44968 | -44968 | -31647 | -213064 | -213064 | -60424 |
Avg Bars in Trades | 140 | 278 | 6 | 140 | 278 | 6 |
Avg Bars in Winners | 165 | 342 | 7 | 165 | 342 | 7 |
Avg Bars in Losers | 117 | 223 | 5 | 117 | 223 | 5 |
Bars Traded | 11107 | 10856 | 251 | 11107 | 10856 | 251 |
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 | -21279 | 368490 | -580472 | -611127 | -192115 | -580472 |
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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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