Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57528.7355 | 332948.0305 | -275419.295 | -452072.1199 | 2200453.7356 | -2652525.8556 |
Total P&L (%) | 57.5287 | 332.948 | -275.4193 | -452.0721 | 2200.4537 | -2652.5259 |
Avg Daily Profit (%) | 0.0297 | 0.172 | -0.1423 | 0 | 0.1621 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -444790 | -107505 | -369208 | -2163011 | -295468 | -2856049 |
Profit Factor | 1.0692 | 2.2347 | 0.5094 | 0.8833 | 4.6834 | 0.1907 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 16 | 16 | 34 | 17 | 17 |
Losing Trades | 32 | 16 | 16 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 53.125 | 53.125 | 53.125 |
Ratio Avg Win / Avg Loss | 1.0692 | 2.2347 | 0.5094 | 0.7794 | 4.1324 | 0.1683 |
Largest Winning Trade | 187749 | 187749 | 42663 | 1352983 | 1352983 | 162989 |
Largest Losing Trade | -369208 | -84387 | -369208 | -2066483 | -186272 | -2066483 |
Avg Bars in Trades | 49 | 73 | 26 | 49 | 73 | 26 |
Avg Bars in Winners | 30 | 30 | 31 | 72 | 117 | 26 |
Avg Bars in Losers | 68 | 116 | 21 | 24 | 22 | 27 |
Bars Traded | 3193 | 2340 | 853 | 3193 | 2340 | 853 |
Profit Streak | 277.4178 | 0 | 292.4178 | 0 | 531.9178 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -441301 | 417700 | -579944 | -723872 | 597931 | -580127 |
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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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