Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255638.2044 | 361046.0453 | -105407.8409 | -93294.0037 | -1353.6326 | -91940.3711 |
Total P&L (%) | 255.6382 | 361.046 | -105.4078 | -93.294 | -1.3536 | -91.9404 |
Avg Daily Profit (%) | 0.111 | 0.1567 | -0.0458 | -0.1172 | -0.0006 | -0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185776 | -102525 | -135188 | -95680 | -32532 | -76517 |
Profit Factor | 1.3561 | 2.2267 | 0.7511 | 0.6504 | 0.985 | 0.4795 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50.6494 | 48.7179 | 52.6316 | 50.6494 | 48.7179 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3213 | 2.3439 | 0.676 | 0.6337 | 1.0368 | 0.4316 |
Largest Winning Trade | 337208 | 337208 | 49687 | 20809 | 20809 | 15454 |
Largest Losing Trade | -77419 | -61084 | -77419 | -54208 | -18262 | -54208 |
Avg Bars in Trades | 110 | 98 | 122 | 110 | 98 | 122 |
Avg Bars in Winners | 139 | 128 | 150 | 139 | 128 | 150 |
Avg Bars in Losers | 79 | 69 | 90 | 79 | 69 | 90 |
Bars Traded | 8475 | 3833 | 4642 | 8475 | 3833 | 4642 |
Profit Streak | 0 | 0 | 83.9572 | 0 | 0 | 83.9572 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90634 | 396384 | -579865 | -626971 | -579589 | -579865 |
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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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