Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1832811.8867 | 1830092.5177 | 2719.3691 | 74253.1454 | 1792919.4949 | -1718666.3496 |
Total P&L (%) | 1832.8119 | 1830.0925 | 2.7194 | 74.2531 | 1792.9195 | -1718.6664 |
Avg Daily Profit (%) | 0.7914 | 0.7902 | 0.0012 | 0.024 | 0.1271 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118057 | -70091 | -101185 | -2101054 | -251130 | -1946007 |
Profit Factor | 4.5262 | 7.8312 | 1.0108 | 1.0254 | 4.043 | 0.2644 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 44.2623 | 38.7097 | 50 | 44.2623 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 5.6997 | 12.3995 | 1.0108 | 1.2912 | 6.4015 | 0.2644 |
Largest Winning Trade | 1746303 | 1746303 | 87834 | 1034025 | 1034025 | 191008 |
Largest Losing Trade | -86450 | -36740 | -86450 | -1928365 | -138469 | -1928365 |
Avg Bars in Trades | 104 | 96 | 111 | 104 | 96 | 111 |
Avg Bars in Winners | 177 | 166 | 186 | 177 | 166 | 186 |
Avg Bars in Losers | 45 | 53 | 36 | 45 | 53 | 36 |
Bars Traded | 6352 | 3006 | 3346 | 6352 | 3006 | 3346 |
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 | -147691 | 618472 | -565716 | -521670 | -20321 | -580825 |
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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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