Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374590.7175 | 381087.306 | -6496.5885 | 5357.4789 | 184811.4013 | -179453.9224 |
Total P&L (%) | 374.5907 | 381.0873 | -6.4966 | 5.3575 | 184.8114 | -179.4539 |
Avg Daily Profit (%) | 0.1498 | 0.1524 | -0.0026 | 0.0021 | 0.0419 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123417 | -103224 | -68364 | -502745 | -276121 | -264881 |
Profit Factor | 1.6336 | 2.6502 | 0.982 | 1.0042 | 1.3652 | 0.7667 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 42.2535 | 45.7143 | 38.8889 | 42.2535 | 45.7143 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.2326 | 3.1471 | 1.5431 | 1.3724 | 1.6212 | 1.2048 |
Largest Winning Trade | 346261 | 346261 | 50868 | 245542 | 245542 | 129553 |
Largest Losing Trade | -44278 | -38703 | -44278 | -264881 | -109437 | -264881 |
Avg Bars in Trades | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Winners | 96 | 106 | 84 | 96 | 106 | 84 |
Avg Bars in Losers | 44 | 50 | 39 | 44 | 50 | 39 |
Bars Traded | 4711 | 2668 | 2043 | 4711 | 2668 | 2043 |
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 | -84221 | 381353 | -582323 | -665996 | -137055 | -583434 |
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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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