Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031563.466 | 926326.5577 | 105236.9083 | 297314.3393 | 401432.1881 | -104117.8488 |
Total P&L (%) | 1031.5635 | 926.3266 | 105.2369 | 297.3143 | 401.4322 | -104.1178 |
Avg Daily Profit (%) | 0.5567 | 0.4999 | 0.0568 | 0.0745 | 0.087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166656 | -112705 | -57264 | -936268 | -576117 | -275561 |
Profit Factor | 3.1552 | 4.4485 | 1.5011 | 1.1333 | 1.3489 | 0.9037 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 43.8596 | 37.931 | 50 | 43.8596 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 4.0387 | 7.2793 | 1.5011 | 1.4506 | 2.2074 | 0.9037 |
Largest Winning Trade | 956337 | 956337 | 51936 | 956337 | 956337 | 190389 |
Largest Losing Trade | -55060 | -55060 | -46639 | -275001 | -221105 | -275001 |
Avg Bars in Trades | 94 | 81 | 107 | 94 | 81 | 107 |
Avg Bars in Winners | 158 | 153 | 162 | 158 | 153 | 162 |
Avg Bars in Losers | 44 | 37 | 52 | 44 | 37 | 52 |
Bars Traded | 5385 | 2367 | 3018 | 5385 | 2367 | 3018 |
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 | -164771 | 476745 | -135713 | -349337 | -79996 | -601833 |
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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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