Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151108.0207 | 1108766.4564 | 42341.5643 | -74921.7304 | -88450.1743 | 13528.444 |
Total P&L (%) | 1151.108 | 1108.7665 | 42.3416 | -74.9217 | -88.4502 | 13.5284 |
Avg Daily Profit (%) | 0.4894 | 0.4714 | 0.018 | -0.0588 | -0.0917 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201907 | -92826 | -182732 | -143892 | -58953 | -81026 |
Profit Factor | 2.8936 | 4.9569 | 1.1292 | 0.7555 | 0.4714 | 1.0972 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.1003 | 6.1007 | 1.0539 | 0.8095 | 0.5802 | 1.0241 |
Largest Winning Trade | 1116554 | 1116554 | 65527 | 44998 | 15832 | 44998 |
Largest Losing Trade | -96430 | -34940 | -96430 | -62126 | -50663 | -62126 |
Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
Avg Bars in Winners | 111 | 93 | 126 | 111 | 93 | 126 |
Avg Bars in Losers | 45 | 46 | 44 | 45 | 46 | 44 |
Bars Traded | 4492 | 1959 | 2533 | 4492 | 1959 | 2533 |
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 | -164134 | 577953 | -249040 | -760948 | -582844 | -355007 |
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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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