Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167144.2132 | 993782.498 | 173361.7152 | 2049483.1562 | -170827.9265 | 2220311.0828 |
Total P&L (%) | 1167.1442 | 993.7825 | 173.3617 | 2049.4832 | -170.8279 | 2220.3111 |
Avg Daily Profit (%) | 0.6296 | 0.5361 | 0.0935 | 0.1656 | 0 | 0.1698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85062 | -75970 | -30752 | -1467410 | -1193686 | -690741 |
Profit Factor | 4.0145 | 5.1943 | 2.1539 | 1.31 | 0.9593 | 1.9183 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 8 | 13 | 21 | 8 | 13 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 35.5932 | 26.6667 | 44.8276 | 35.5932 | 26.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 7.2643 | 14.2844 | 2.6509 | 2.3705 | 2.638 | 2.361 |
Largest Winning Trade | 946576 | 946576 | 65973 | 1112013 | 1000307 | 1112013 |
Largest Losing Trade | -30752 | -26657 | -30752 | -491367 | -491367 | -431183 |
Avg Bars in Trades | 182 | 172 | 192 | 182 | 172 | 192 |
Avg Bars in Winners | 342 | 391 | 311 | 342 | 391 | 311 |
Avg Bars in Losers | 93 | 92 | 96 | 93 | 92 | 96 |
Bars Traded | 10757 | 5161 | 5596 | 10757 | 5161 | 5596 |
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 | -166598 | -3668 | -66077 | -176380 | -600516 | 336792 |
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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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