Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421992.8706 | 441261.0819 | -19268.2113 | -87089.3602 | -79921.2733 | -7168.0869 |
Total P&L (%) | 421.9929 | 441.2611 | -19.2682 | -87.0894 | -79.9213 | -7.1681 |
Avg Daily Profit (%) | 0.174 | 0.1819 | -0.0079 | -0.0844 | -0.0662 | -0.0031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182611 | -98977 | -165980 | -164930 | -98652 | -69414 |
Profit Factor | 1.833 | 2.6543 | 0.9197 | 0.569 | 0.342 | 0.9111 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50 | 51.3514 | 48.6486 | 50 | 51.3514 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.833 | 2.5146 | 0.9708 | 0.569 | 0.324 | 0.9617 |
Largest Winning Trade | 477897 | 477897 | 54923 | 54923 | 12336 | 54923 |
Largest Losing Trade | -95793 | -45927 | -95793 | -53054 | -51612 | -53054 |
Avg Bars in Trades | 55 | 37 | 72 | 55 | 37 | 72 |
Avg Bars in Winners | 79 | 54 | 106 | 79 | 54 | 106 |
Avg Bars in Losers | 30 | 19 | 41 | 30 | 19 | 41 |
Bars Traded | 4080 | 1389 | 2691 | 4080 | 1389 | 2691 |
Profit Streak | 0 | 0 | 276.6946 | 0 | 0 | 276.6946 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57900 | 457567 | -580709 | -649555 | -580597 | -580709 |
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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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