Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671148.8469 | 554859.7463 | 116289.1005 | 382068.4011 | -474382.5201 | 856450.9212 |
Total P&L (%) | 671.1488 | 554.8597 | 116.2891 | 382.0684 | -474.3825 | 856.4509 |
Avg Daily Profit (%) | 0.3632 | 0.3002 | 0.0629 | 0.0852 | 0 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96478 | -115182 | -39936 | -1707227 | -1484804 | -359978 |
Profit Factor | 2.4411 | 2.8022 | 1.7367 | 1.0797 | 0.8544 | 1.5566 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 50 | 35.4839 | 64.5161 | 50 | 35.4839 | 64.5161 |
Ratio Avg Win / Avg Loss | 2.4411 | 5.0949 | 0.9552 | 1.0797 | 1.5534 | 0.8561 |
Largest Winning Trade | 522185 | 522185 | 29963 | 792344 | 792344 | 426943 |
Largest Losing Trade | -47438 | -47438 | -30406 | -830050 | -830050 | -359978 |
Avg Bars in Trades | 82 | 119 | 45 | 82 | 119 | 45 |
Avg Bars in Winners | 89 | 174 | 42 | 89 | 174 | 42 |
Avg Bars in Losers | 75 | 89 | 50 | 75 | 89 | 50 |
Bars Traded | 5126 | 3711 | 1415 | 5126 | 3711 | 1415 |
Profit Streak | 0 | 105.9558 | 0 | 0 | 105.9558 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144415 | 328291 | -106547 | -370670 | -583123 | -27543 |
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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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