Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395961.3588 | 399608.4608 | -3647.1019 | -40382.4528 | 59966.682 | -100349.1348 |
Total P&L (%) | 395.9614 | 399.6085 | -3.6471 | -40.3825 | 59.9667 | -100.3491 |
Avg Daily Profit (%) | 0.172 | 0.1736 | -0.0016 | -0.0225 | 0.0204 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219488 | -214767 | -44200 | -337544 | -289669 | -134443 |
Profit Factor | 1.6928 | 1.8352 | 0.9608 | 0.9459 | 1.1025 | 0.3793 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 53.6232 | 52.9412 | 54.2857 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.4641 | 1.6313 | 0.8091 | 0.8181 | 0.98 | 0.3194 |
Largest Winning Trade | 239600 | 239600 | 21633 | 210086 | 210086 | 21018 |
Largest Losing Trade | -62438 | -62438 | -13650 | -114499 | -114499 | -47994 |
Avg Bars in Trades | 94 | 183 | 8 | 94 | 183 | 8 |
Avg Bars in Winners | 79 | 154 | 7 | 79 | 154 | 7 |
Avg Bars in Losers | 112 | 215 | 8 | 112 | 215 | 8 |
Bars Traded | 6516 | 6230 | 286 | 6516 | 6230 | 286 |
Profit Streak | 0 | 123.9725 | 0 | 0 | 123.9725 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96051 | 425080 | -579954 | -686308 | -274765 | -579954 |
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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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