Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81895.3084 | 93095.3442 | -11200.0357 | -39082.1803 | 8713.9711 | -47796.1514 |
Total P&L (%) | 81.8953 | 93.0953 | -11.2 | -39.0822 | 8.714 | -47.7962 |
Avg Daily Profit (%) | 0.1572 | 0.1787 | -0.0215 | -0.0951 | 0.016 | -0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77656 | -36055 | -64137 | -75545 | -35391 | -76197 |
Profit Factor | 1.2206 | 1.6439 | 0.9506 | 0.8844 | 1.0677 | 0.7717 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.1739 | 48.5714 | 55.8824 | 52.1739 | 48.5714 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.1189 | 1.7406 | 0.7505 | 0.8107 | 1.1305 | 0.6092 |
Largest Winning Trade | 164390 | 164390 | 37427 | 76452 | 76452 | 24175 |
Largest Losing Trade | -41417 | -19721 | -41417 | -32880 | -19342 | -32880 |
Avg Bars in Trades | 350 | 276 | 426 | 350 | 276 | 426 |
Avg Bars in Winners | 343 | 247 | 428 | 343 | 247 | 428 |
Avg Bars in Losers | 359 | 304 | 425 | 359 | 304 | 425 |
Bars Traded | 24205 | 9694 | 14511 | 24205 | 9694 | 14511 |
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 | -99432 | 339060 | -580601 | -687064 | -484356 | -580601 |
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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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