Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086350.7712 | 1110947.9584 | -24597.1873 | -5774.5647 | 120615.3275 | -126389.8922 |
Total P&L (%) | 1086.3508 | 1110.948 | -24.5972 | -5.7746 | 120.6153 | -126.3899 |
Avg Daily Profit (%) | 0.4614 | 0.4719 | -0.0104 | -0.0025 | 0.0336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154208 | -124795 | -158435 | -435900 | -210851 | -321492 |
Profit Factor | 2.7204 | 4.7129 | 0.926 | 0.9932 | 1.3416 | 0.7482 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 36.3636 | 43.75 | 40 | 36.3636 | 43.75 |
Ratio Avg Win / Avg Loss | 4.0806 | 8.2476 | 1.1905 | 1.4899 | 2.3479 | 0.962 |
Largest Winning Trade | 1151698 | 1151698 | 61685 | 258625 | 258625 | 166879 |
Largest Losing Trade | -40641 | -40641 | -39593 | -164761 | -96504 | -164761 |
Avg Bars in Trades | 99 | 92 | 108 | 99 | 92 | 108 |
Avg Bars in Winners | 147 | 120 | 170 | 147 | 120 | 170 |
Avg Bars in Losers | 68 | 75 | 59 | 68 | 75 | 59 |
Bars Traded | 6497 | 3036 | 3461 | 6497 | 3036 | 3461 |
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 | -124703 | 454249 | -581574 | -719277 | -151866 | -583240 |
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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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