Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574047.108 | 447207.6541 | 126839.4539 | 1825126.5236 | 3236533.303 | -1411406.7794 |
Total P&L (%) | 574.0471 | 447.2077 | 126.8395 | 1825.1265 | 3236.5333 | -1411.4068 |
Avg Daily Profit (%) | 0.2296 | 0.1789 | 0.0507 | 0.1184 | 0.1404 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187631 | -88871 | -107470 | -17640306 | -7306747 | -10333559 |
Profit Factor | 2.3892 | 3.7951 | 1.5009 | 1.0809 | 1.3814 | 0.8996 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 49.1228 | 51.7241 | 46.4286 | 49.1228 | 51.7241 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.4745 | 3.5421 | 1.7318 | 1.1195 | 1.2893 | 1.038 |
Largest Winning Trade | 164983 | 164983 | 59783 | 6861578 | 4811327 | 6861578 |
Largest Losing Trade | -56274 | -35648 | -56274 | -4979785 | -2133399 | -4979785 |
Avg Bars in Trades | 82 | 61 | 104 | 82 | 61 | 104 |
Avg Bars in Winners | 85 | 69 | 105 | 85 | 69 | 105 |
Avg Bars in Losers | 79 | 53 | 103 | 79 | 53 | 103 |
Bars Traded | 4700 | 1777 | 2923 | 4700 | 1777 | 2923 |
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 | -166998 | 522732 | -145179 | -345888 | -4441 | -601555 |
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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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