Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443438.0335 | 426282.2459 | 17155.7876 | 40278.7397 | -25361.7608 | 65640.5005 |
Total P&L (%) | 443.438 | 426.2822 | 17.1558 | 40.2787 | -25.3618 | 65.6405 |
Avg Daily Profit (%) | 0.2371 | 0.228 | 0.0092 | 0.0181 | -0.0156 | 0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251108 | -243514 | -17589 | -1601436 | -1488243 | -161869 |
Profit Factor | 2.0328 | 2.185 | 1.2465 | 1.0202 | 0.9851 | 1.2266 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 49.2958 | 48.5714 | 50 | 49.2958 | 48.5714 | 50 |
Ratio Avg Win / Avg Loss | 2.0909 | 2.3135 | 1.2465 | 1.0494 | 1.0431 | 1.2266 |
Largest Winning Trade | 167477 | 167477 | 22265 | 857474 | 857474 | 140964 |
Largest Losing Trade | -86431 | -86431 | -13397 | -444510 | -444510 | -106202 |
Avg Bars in Trades | 47 | 95 | 1 | 47 | 95 | 1 |
Avg Bars in Winners | 42 | 86 | 1 | 42 | 86 | 1 |
Avg Bars in Losers | 52 | 103 | 1 | 52 | 103 | 1 |
Bars Traded | 3374 | 3338 | 36 | 3374 | 3338 | 36 |
Profit Streak | 0 | 156.3593 | 0 | 0 | 156.3593 | 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 | -79749 | 433019 | -189326 | -460712 | -579100 | -157199 |
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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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