Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518696.1097 | 561564.0102 | -42867.9005 | -78732.4426 | -65324.4995 | -13407.9431 |
Total P&L (%) | 518.6961 | 561.564 | -42.8679 | -78.7324 | -65.3245 | -13.4079 |
Avg Daily Profit (%) | 0.2178 | 0.2358 | -0.018 | -0.065 | -0.0445 | -0.006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176758 | -146501 | -89031 | -349311 | -337894 | -61208 |
Profit Factor | 1.8108 | 2.3028 | 0.7946 | 0.8741 | 0.8758 | 0.8655 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 56.7164 | 63.6364 | 50 | 56.7164 | 63.6364 | 50 |
Ratio Avg Win / Avg Loss | 1.3819 | 1.3159 | 0.7946 | 0.6671 | 0.5004 | 0.8655 |
Largest Winning Trade | 248487 | 248487 | 33046 | 248110 | 248110 | 34029 |
Largest Losing Trade | -88935 | -88935 | -36456 | -311270 | -311270 | -52306 |
Avg Bars in Trades | 199 | 377 | 27 | 199 | 377 | 27 |
Avg Bars in Winners | 68 | 101 | 27 | 68 | 101 | 27 |
Avg Bars in Losers | 371 | 860 | 27 | 371 | 860 | 27 |
Bars Traded | 13396 | 12465 | 931 | 13396 | 12465 | 931 |
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 | -109615 | 480969 | -580517 | -700907 | -579035 | -580517 |
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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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