Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240960.9884 | 299212.4029 | -58251.4145 | -94772.7543 | -282353.6671 | 187580.9128 |
Total P&L (%) | 240.961 | 299.2124 | -58.2514 | -94.7728 | -282.3537 | 187.5809 |
Avg Daily Profit (%) | 0.1623 | 0.2015 | -0.0392 | -0.1986 | 0 | 0.0712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337738 | -221628 | -147688 | -728110 | -801862 | -73280 |
Profit Factor | 1.3567 | 1.7554 | 0.7916 | 0.9072 | 0.6925 | 2.8134 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.5961 | 2.0652 | 0.9313 | 1.0673 | 0.8147 | 3.3099 |
Largest Winning Trade | 513494 | 513494 | 38661 | 513494 | 513494 | 149782 |
Largest Losing Trade | -73464 | -73464 | -40446 | -537700 | -537700 | -23574 |
Avg Bars in Trades | 58 | 88 | 28 | 58 | 88 | 28 |
Avg Bars in Winners | 42 | 51 | 34 | 42 | 51 | 34 |
Avg Bars in Losers | 71 | 119 | 23 | 71 | 119 | 23 |
Bars Traded | 4299 | 3258 | 1041 | 4299 | 3258 | 1041 |
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 | -61514 | 338088 | -582071 | -649465 | -582349 | -93829 |
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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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