Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673117.9697 | 680671.8931 | -7553.9234 | 17885.0534 | -1139.1519 | 19024.2053 |
Total P&L (%) | 673.118 | 680.6719 | -7.5539 | 17.8851 | -1.1392 | 19.0242 |
Avg Daily Profit (%) | 0.3509 | 0.3548 | -0.0039 | 0.0086 | -0.0006 | 0.0091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259906 | -174563 | -124790 | -1663843 | -1309176 | -655787 |
Profit Factor | 2.217 | 3.179 | 0.9686 | 1.0051 | 0.9995 | 1.0155 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 35.6164 | 36.1111 | 35.1351 | 35.6164 | 36.1111 | 35.1351 |
Ratio Avg Win / Avg Loss | 4.0076 | 5.6244 | 1.7882 | 1.8168 | 1.7684 | 1.8749 |
Largest Winning Trade | 700107 | 700107 | 50212 | 1197296 | 1197296 | 302472 |
Largest Losing Trade | -32570 | -32570 | -30163 | -491805 | -491805 | -201888 |
Avg Bars in Trades | 153 | 110 | 194 | 153 | 110 | 194 |
Avg Bars in Winners | 241 | 154 | 329 | 241 | 154 | 329 |
Avg Bars in Losers | 104 | 86 | 120 | 104 | 86 | 120 |
Bars Traded | 11171 | 3992 | 7179 | 11171 | 3992 | 7179 |
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 | -68324 | 361196 | -583775 | -485390 | -583403 | -396330 |
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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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