Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240945.3095 | 1220587.6815 | 20357.628 | -7106.5577 | -300848.2672 | 293741.7095 |
Total P&L (%) | 1240.9453 | 1220.5877 | 20.3576 | -7.1066 | -300.8483 | 293.7417 |
Avg Daily Profit (%) | 0.6968 | 0.6854 | 0.0114 | -0.0041 | 0 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166213 | -160133 | -35240 | -2516204 | -2456471 | -182882 |
Profit Factor | 3.0856 | 3.4055 | 1.2324 | 0.9982 | 0.9168 | 1.9483 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 46.3768 | 47.0588 | 45.7143 | 46.3768 | 47.0588 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.5677 | 3.8312 | 1.4635 | 1.1542 | 1.0314 | 2.3136 |
Largest Winning Trade | 1074501 | 1074501 | 23134 | 2151551 | 2151551 | 254545 |
Largest Losing Trade | -72852 | -72852 | -12721 | -980616 | -980616 | -57735 |
Avg Bars in Trades | 150 | 290 | 15 | 150 | 290 | 15 |
Avg Bars in Winners | 192 | 370 | 15 | 192 | 370 | 15 |
Avg Bars in Losers | 114 | 218 | 15 | 114 | 218 | 15 |
Bars Traded | 10405 | 9863 | 542 | 10405 | 9863 | 542 |
Profit Streak | 0 | 107.463 | 0 | 0 | 107.463 | 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 | -89507 | 651592 | -185941 | -686797 | -579710 | -87851 |
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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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