Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697924.3678 | 564868.8776 | 133055.4902 | 1098804.1174 | -256520.6557 | 1355324.7731 |
Total P&L (%) | 697.9244 | 564.8689 | 133.0555 | 1098.8041 | -256.5207 | 1355.3248 |
Avg Daily Profit (%) | 0.2896 | 0.2344 | 0.0552 | 0.1031 | 0 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100499 | -70919 | -143805 | -2555274 | -2486844 | -1288928 |
Profit Factor | 2.3807 | 3.661 | 1.4538 | 1.1479 | 0.9329 | 1.376 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 43.75 | 40.625 | 46.875 | 43.75 | 40.625 | 46.875 |
Ratio Avg Win / Avg Loss | 3.0608 | 5.3507 | 1.6476 | 1.4759 | 1.3635 | 1.5595 |
Largest Winning Trade | 339950 | 339950 | 69810 | 1170813 | 1127102 | 1170813 |
Largest Losing Trade | -49681 | -26389 | -49681 | -984181 | -984181 | -647512 |
Avg Bars in Trades | 109 | 80 | 139 | 109 | 80 | 139 |
Avg Bars in Winners | 170 | 125 | 208 | 170 | 125 | 208 |
Avg Bars in Losers | 63 | 49 | 78 | 63 | 49 | 78 |
Bars Traded | 7039 | 2569 | 4470 | 7039 | 2569 | 4470 |
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 | -132869 | 412793 | -118305 | -258897 | -582789 | -43745 |
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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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