Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361700.9085 | 1335608.9806 | 26091.9279 | 41759.0205 | -257731.2541 | 299490.2745 |
Total P&L (%) | 1361.7009 | 1335.609 | 26.0919 | 41.759 | -257.7313 | 299.4903 |
Avg Daily Profit (%) | 0.5785 | 0.5674 | 0.0111 | 0.0148 | 0 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154815 | -109885 | -125253 | -422424 | -511337 | -127390 |
Profit Factor | 3.216 | 5.3806 | 1.0843 | 1.035 | 0.6526 | 1.6644 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 41.2698 | 37.5 | 45.1613 | 41.2698 | 37.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.5767 | 8.9677 | 1.3166 | 1.4729 | 1.0877 | 2.0211 |
Largest Winning Trade | 1352307 | 1352307 | 64260 | 198375 | 120514 | 198375 |
Largest Losing Trade | -71084 | -33720 | -71084 | -146109 | -146109 | -88603 |
Avg Bars in Trades | 105 | 90 | 120 | 105 | 90 | 120 |
Avg Bars in Winners | 158 | 137 | 177 | 158 | 137 | 177 |
Avg Bars in Losers | 67 | 61 | 74 | 67 | 61 | 74 |
Bars Traded | 6634 | 2885 | 3749 | 6634 | 2885 | 3749 |
Profit Streak | 0 | 0 | 74.5022 | 0 | 0 | 74.5022 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137253 | 516900 | -310669 | -511788 | -584004 | -112545 |
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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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