Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370641.2875 | 506507.1932 | -135865.9056 | -97931.4875 | 317239.5633 | -415171.0508 |
Total P&L (%) | 370.6413 | 506.5072 | -135.8659 | -97.9315 | 317.2396 | -415.1711 |
Avg Daily Profit (%) | 0.1556 | 0.2126 | -0.057 | -0.1627 | 0.06 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210313 | -160372 | -239912 | -524194 | -182489 | -488793 |
Profit Factor | 1.3902 | 1.9645 | 0.6802 | 0.8942 | 1.8555 | 0.2521 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.9275 | 44.1176 | 45.7143 | 44.9275 | 44.1176 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.7041 | 2.4884 | 0.8077 | 1.0962 | 2.3503 | 0.2994 |
Largest Winning Trade | 348502 | 348502 | 52794 | 408925 | 408925 | 47941 |
Largest Losing Trade | -71346 | -71346 | -63093 | -200616 | -140387 | -200616 |
Avg Bars in Trades | 130 | 207 | 55 | 130 | 207 | 55 |
Avg Bars in Winners | 128 | 188 | 73 | 128 | 188 | 73 |
Avg Bars in Losers | 131 | 222 | 41 | 131 | 222 | 41 |
Bars Traded | 9003 | 7056 | 1947 | 9003 | 7056 | 1947 |
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 | -99262 | 344605 | -582454 | -687361 | -111621 | -582454 |
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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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