Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252340.7103 | 1127846.9214 | 124493.7889 | 794542.584 | -842068.8267 | 1636611.4107 |
Total P&L (%) | 1252.3407 | 1127.8469 | 124.4938 | 794.5426 | -842.0688 | 1636.6114 |
Avg Daily Profit (%) | 0.5326 | 0.4796 | 0.0529 | 0.0932 | 0 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130505 | -90469 | -149695 | -1492484 | -1686000 | -597856 |
Profit Factor | 3.2815 | 4.748 | 1.502 | 1.1661 | 0.7577 | 2.2513 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 34.4828 | 53.3333 | 44.0678 | 34.4828 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.165 | 9.0212 | 1.3143 | 1.4801 | 1.4397 | 1.9699 |
Largest Winning Trade | 1050644 | 1050644 | 57076 | 596547 | 562276 | 596547 |
Largest Losing Trade | -56256 | -34417 | -56256 | -754342 | -754342 | -303771 |
Avg Bars in Trades | 154 | 176 | 132 | 154 | 176 | 132 |
Avg Bars in Winners | 207 | 239 | 187 | 207 | 239 | 187 |
Avg Bars in Losers | 112 | 143 | 70 | 112 | 143 | 70 |
Bars Traded | 9109 | 5120 | 3989 | 9109 | 5120 | 3989 |
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 | -164653 | 430139 | -120513 | -287714 | -585200 | -25766 |
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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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