Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470713.3969 | 488282.5085 | -17569.1116 | -33259.8951 | -42752.8796 | 9492.9845 |
Total P&L (%) | 470.7134 | 488.2825 | -17.5691 | -33.2599 | -42.7529 | 9.493 |
Avg Daily Profit (%) | 0.252 | 0.2614 | -0.0094 | -0.0216 | -0.0299 | 0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198255 | -127545 | -90121 | -913569 | -670490 | -359338 |
Profit Factor | 1.9976 | 2.8556 | 0.9158 | 0.9848 | 0.9681 | 1.0111 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 2.9963 | 4.2835 | 1.3737 | 1.4772 | 1.4521 | 1.5167 |
Largest Winning Trade | 593348 | 593348 | 50468 | 522356 | 522356 | 268779 |
Largest Losing Trade | -51440 | -36083 | -51440 | -270905 | -270905 | -137294 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 118 | 96 | 139 | 118 | 96 | 139 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 5438 | 2412 | 3025 | 5438 | 2412 | 3025 |
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 | -90805 | 349167 | -583009 | -681777 | -583009 | -563174 |
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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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