Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248759.4069 | 1116452.402 | 132307.0049 | 942474.9474 | -6911.9117 | 949386.8591 |
Total P&L (%) | 1248.7594 | 1116.4524 | 132.307 | 942.4749 | -6.9119 | 949.3869 |
Avg Daily Profit (%) | 0.6713 | 0.6001 | 0.0711 | 0.1261 | -0.0039 | 0.1264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134312 | -86996 | -63975 | -1641795 | -1092896 | -935439 |
Profit Factor | 3.7308 | 5.5579 | 1.6231 | 1.1685 | 0.9977 | 1.367 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.5962 | 11.1158 | 1.855 | 1.7527 | 1.9954 | 1.5623 |
Largest Winning Trade | 1085908 | 1085908 | 59986 | 1018726 | 1018726 | 599871 |
Largest Losing Trade | -37535 | -27772 | -37535 | -545322 | -407274 | -545322 |
Avg Bars in Trades | 90 | 73 | 106 | 90 | 73 | 106 |
Avg Bars in Winners | 162 | 141 | 177 | 162 | 141 | 177 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 5401 | 2208 | 3193 | 5401 | 2208 | 3193 |
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 | -158736 | 472782 | -96250 | -236028 | -584529 | -23537 |
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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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