Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719734.28 | 794300.6069 | -74566.3269 | -91242.6437 | -61149.577 | -30093.0667 |
Total P&L (%) | 719.7343 | 794.3006 | -74.5663 | -91.2426 | -61.1496 | -30.0931 |
Avg Daily Profit (%) | 0.2977 | 0.3286 | -0.0308 | -0.1007 | -0.0391 | -0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171811 | -168081 | -204125 | -129097 | -61972 | -87782 |
Profit Factor | 1.9484 | 3.0188 | 0.796 | 0.6698 | 0.6116 | 0.7469 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 37.6623 | 33.3333 | 42.1053 | 37.6623 | 33.3333 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.2249 | 6.0377 | 1.0945 | 1.1087 | 1.2233 | 1.027 |
Largest Winning Trade | 864224 | 864224 | 65828 | 50769 | 46355 | 50769 |
Largest Losing Trade | -73737 | -46192 | -73737 | -33442 | -33442 | -28724 |
Avg Bars in Trades | 59 | 45 | 74 | 59 | 45 | 74 |
Avg Bars in Winners | 96 | 77 | 111 | 96 | 77 | 111 |
Avg Bars in Losers | 37 | 29 | 48 | 37 | 29 | 48 |
Bars Traded | 4607 | 1765 | 2842 | 4607 | 1765 | 2842 |
Profit Streak | 0 | 0 | 17.2422 | 0 | 0 | 17.2422 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38502 | 303916 | -581599 | -630186 | -585572 | -581599 |
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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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