Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371820.0491 | 1306210.9779 | 65609.0712 | 278358.611 | -149540.4043 | 427899.0153 |
Total P&L (%) | 1371.82 | 1306.211 | 65.6091 | 278.3586 | -149.5404 | 427.899 |
Avg Daily Profit (%) | 0.582 | 0.5542 | 0.0278 | 0.0565 | 0 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179108 | -60748 | -161388 | -779261 | -467092 | -312169 |
Profit Factor | 3.5341 | 5.8782 | 1.2398 | 1.2198 | 0.7929 | 1.7864 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 37.2881 | 33.3333 | 41.3793 | 37.2881 | 33.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.9437 | 11.7564 | 1.7564 | 2.0515 | 1.5858 | 2.5307 |
Largest Winning Trade | 1304241 | 1304241 | 62488 | 445188 | 232597 | 445188 |
Largest Losing Trade | -72538 | -23287 | -72538 | -242406 | -211463 | -242406 |
Avg Bars in Trades | 110 | 88 | 133 | 110 | 88 | 133 |
Avg Bars in Winners | 204 | 173 | 230 | 204 | 173 | 230 |
Avg Bars in Losers | 54 | 45 | 64 | 54 | 45 | 64 |
Bars Traded | 6512 | 2644 | 3868 | 6512 | 2644 | 3868 |
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 | -166698 | 467098 | -158564 | -301526 | -584529 | -98676 |
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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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