Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1093588.5998 | 1028422.707 | 65165.8928 | 379869.6468 | -61325.3093 | 441194.9561 |
Total P&L (%) | 1093.5886 | 1028.4227 | 65.1659 | 379.8696 | -61.3253 | 441.195 |
Avg Daily Profit (%) | 0.4644 | 0.4368 | 0.0277 | 0.0666 | -0.0403 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160798 | -56868 | -144744 | -283357 | -255054 | -144463 |
Profit Factor | 3.1945 | 5.2846 | 1.2523 | 1.4125 | 0.8867 | 2.1625 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 5.0822 | 11.7435 | 1.4449 | 2.2471 | 1.9705 | 2.4952 |
Largest Winning Trade | 1017936 | 1017936 | 57047 | 211307 | 101879 | 211307 |
Largest Losing Trade | -50746 | -21811 | -50746 | -98251 | -82533 | -98251 |
Avg Bars in Trades | 110 | 84 | 136 | 110 | 84 | 136 |
Avg Bars in Winners | 228 | 194 | 252 | 228 | 194 | 252 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 6285 | 2460 | 3825 | 6285 | 2460 | 3825 |
Profit Streak | 0 | 0 | 320.686 | 0 | 0 | 320.686 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167808 | 382839 | -177914 | -286299 | -585430 | -114518 |
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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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