Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316076.7623 | 1172998.298 | 143078.4643 | 943370.8486 | -346711.9422 | 1290082.7907 |
Total P&L (%) | 1316.0768 | 1172.9983 | 143.0785 | 943.3708 | -346.7119 | 1290.0828 |
Avg Daily Profit (%) | 0.5598 | 0.499 | 0.0609 | 0.0998 | 0 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109715 | -83494 | -126431 | -708930 | -997304 | -305586 |
Profit Factor | 3.6332 | 5.4257 | 1.6095 | 1.3377 | 0.8188 | 2.4649 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 45.4545 | 39.3939 | 51.5152 | 45.4545 | 39.3939 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.3599 | 8.3472 | 1.5148 | 1.6052 | 1.2596 | 2.3199 |
Largest Winning Trade | 1124494 | 1124494 | 60782 | 530706 | 374146 | 530706 |
Largest Losing Trade | -57076 | -31788 | -57076 | -382040 | -382040 | -305586 |
Avg Bars in Trades | 209 | 179 | 240 | 209 | 179 | 240 |
Avg Bars in Winners | 314 | 267 | 351 | 314 | 267 | 351 |
Avg Bars in Losers | 122 | 122 | 122 | 122 | 122 | 122 |
Bars Traded | 13857 | 5927 | 7930 | 13857 | 5927 | 7930 |
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 | -112639 | 523828 | -108437 | -188437 | -583260 | -38159 |
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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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