Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1803009.8296 | 1703684.6594 | 99325.1702 | 357074.3113 | 370859.3201 | -13785.0089 |
Total P&L (%) | 1803.0098 | 1703.6847 | 99.3252 | 357.0743 | 370.8593 | -13.785 |
Avg Daily Profit (%) | 0.7567 | 0.715 | 0.0417 | 0.0638 | 0.065 | -0.0062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142619 | -108510 | -57279 | -1050000 | -874754 | -250312 |
Profit Factor | 3.5316 | 4.9154 | 1.3585 | 1.1267 | 1.1889 | 0.9839 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 39.6825 | 32.2581 | 46.875 | 39.6825 | 32.2581 | 46.875 |
Ratio Avg Win / Avg Loss | 5.3681 | 10.3224 | 1.5396 | 1.7126 | 2.4968 | 1.1151 |
Largest Winning Trade | 1165231 | 1165231 | 67919 | 944820 | 944820 | 209919 |
Largest Losing Trade | -87944 | -46081 | -87944 | -514030 | -514030 | -220526 |
Avg Bars in Trades | 215 | 275 | 156 | 215 | 275 | 156 |
Avg Bars in Winners | 362 | 582 | 215 | 362 | 582 | 215 |
Avg Bars in Losers | 118 | 129 | 105 | 118 | 129 | 105 |
Bars Traded | 13561 | 8543 | 5018 | 13561 | 8543 | 5018 |
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 | -135776 | 476376 | -136922 | -343099 | -124603 | -580358 |
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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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