Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430163.2237 | 474341.5881 | -44178.3643 | -85102.1602 | 1286668.9504 | -1371771.1106 |
Total P&L (%) | 430.1632 | 474.3416 | -44.1784 | -85.1022 | 1286.669 | -1371.7711 |
Avg Daily Profit (%) | 0.1774 | 0.1956 | -0.0182 | -0.0785 | 0.1085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276702 | -163572 | -153025 | -1682906 | -243658 | -1605297 |
Profit Factor | 1.5642 | 2.0514 | 0.8581 | 0.9598 | 3.9152 | 0.1815 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 45.7143 | 42.8571 | 48.5714 | 45.7143 | 42.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.8575 | 2.7353 | 0.9086 | 1.1398 | 5.2203 | 0.1922 |
Largest Winning Trade | 389788 | 389788 | 34039 | 1156314 | 1156314 | 90644 |
Largest Losing Trade | -69449 | -62574 | -69449 | -1014964 | -119835 | -1014964 |
Avg Bars in Trades | 134 | 193 | 74 | 134 | 193 | 74 |
Avg Bars in Winners | 131 | 173 | 94 | 131 | 173 | 94 |
Avg Bars in Losers | 136 | 208 | 55 | 136 | 208 | 55 |
Bars Traded | 9386 | 6783 | 2603 | 9386 | 6783 | 2603 |
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 | -90207 | 313033 | -581343 | -679555 | -43537 | -581343 |
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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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