Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482506.6184 | 552391.2412 | -69884.6228 | -84723.7691 | 102713.498 | -187437.2671 |
Total P&L (%) | 482.5066 | 552.3912 | -69.8846 | -84.7238 | 102.7135 | -187.4373 |
Avg Daily Profit (%) | 0.2582 | 0.2956 | -0.0374 | -0.1005 | 0.0378 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163354 | -114579 | -97601 | -501343 | -346549 | -187398 |
Profit Factor | 1.8703 | 3.3434 | 0.7807 | 0.9106 | 1.212 | 0.5949 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 34.2857 | 47.2222 | 40.8451 | 34.2857 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.7086 | 6.4082 | 0.8726 | 1.3187 | 2.3229 | 0.6649 |
Largest Winning Trade | 666968 | 666968 | 44066 | 449261 | 449261 | 74972 |
Largest Losing Trade | -74820 | -48917 | -74820 | -198572 | -198572 | -170586 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Losers | 36 | 31 | 43 | 36 | 31 | 43 |
Bars Traded | 3596 | 1544 | 2052 | 3596 | 1544 | 2052 |
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 | -83169 | 328550 | -581860 | -673949 | -147850 | -581860 |
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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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