Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409649.7004 | 1261053.0065 | 148596.6939 | 1055709.6628 | -119418.3938 | 1175128.0566 |
Total P&L (%) | 1409.6497 | 1261.053 | 148.5967 | 1055.7097 | -119.4184 | 1175.1281 |
Avg Daily Profit (%) | 0.7635 | 0.683 | 0.0805 | 0.1326 | 0 | 0.138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120430 | -92081 | -56651 | -1599193 | -1447954 | -933531 |
Profit Factor | 4.0455 | 5.6045 | 1.7863 | 1.1852 | 0.9649 | 1.5122 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 47.541 | 35.4839 | 60 | 47.541 | 35.4839 | 60 |
Ratio Avg Win / Avg Loss | 4.4641 | 10.19 | 1.1909 | 1.3078 | 1.7544 | 1.0082 |
Largest Winning Trade | 1263094 | 1263094 | 64833 | 1263094 | 1263094 | 705832 |
Largest Losing Trade | -45057 | -39230 | -45057 | -712774 | -525352 | -712774 |
Avg Bars in Trades | 175 | 148 | 204 | 175 | 148 | 204 |
Avg Bars in Winners | 266 | 266 | 266 | 266 | 266 | 266 |
Avg Bars in Losers | 93 | 83 | 110 | 93 | 83 | 110 |
Bars Traded | 10725 | 4599 | 6126 | 10725 | 4599 | 6126 |
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 | -147007 | 529889 | -81971 | -199320 | -583685 | -5800 |
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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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