Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365172.7719 | 413235.6186 | -48062.8467 | -72229.8128 | -42332.2372 | -29897.5756 |
Total P&L (%) | 365.1728 | 413.2356 | -48.0628 | -72.2298 | -42.3322 | -29.8976 |
Avg Daily Profit (%) | 0.1961 | 0.2219 | -0.0258 | -0.0688 | -0.0296 | -0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -362416 | -271044 | -108752 | -425374 | -371260 | -92601 |
Profit Factor | 1.5583 | 2.016 | 0.8057 | 0.8922 | 0.9112 | 0.8452 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 48.6111 | 52.7778 | 44.4444 | 48.6111 | 52.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.6473 | 1.8038 | 1.0072 | 0.9432 | 0.8153 | 1.0565 |
Largest Winning Trade | 228355 | 228355 | 30650 | 243733 | 243733 | 72862 |
Largest Losing Trade | -62994 | -57270 | -62994 | -87675 | -87675 | -52911 |
Avg Bars in Trades | 150 | 262 | 37 | 150 | 262 | 37 |
Avg Bars in Winners | 193 | 321 | 42 | 193 | 321 | 42 |
Avg Bars in Losers | 109 | 197 | 34 | 109 | 197 | 34 |
Bars Traded | 10823 | 9456 | 1367 | 10823 | 9456 | 1367 |
Profit Streak | 0 | 195.3702 | 0 | 0 | 195.3702 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73956 | 480860 | -581273 | -665095 | -579060 | -581273 |
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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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