Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685839.6318 | 517428.4668 | 168411.165 | 933399.7175 | 129473.1906 | 803926.5269 |
Total P&L (%) | 685.8396 | 517.4285 | 168.4112 | 933.3997 | 129.4732 | 803.9265 |
Avg Daily Profit (%) | 0.4658 | 0.3514 | 0.1144 | 0.1587 | 0.0564 | 0.1496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104866 | -105872 | -61669 | -1407549 | -1242950 | -695041 |
Profit Factor | 2.5893 | 3.2018 | 1.8569 | 1.2363 | 1.0586 | 1.4618 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 39.3443 | 33.3333 | 45.1613 | 39.3443 | 33.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9918 | 6.4036 | 2.2548 | 1.9059 | 2.1172 | 1.7751 |
Largest Winning Trade | 402569 | 402569 | 74138 | 1111121 | 1111121 | 523351 |
Largest Losing Trade | -41102 | -41102 | -33617 | -394369 | -394369 | -299985 |
Avg Bars in Trades | 282 | 207 | 354 | 282 | 207 | 354 |
Avg Bars in Winners | 457 | 354 | 530 | 457 | 354 | 530 |
Avg Bars in Losers | 168 | 133 | 209 | 168 | 133 | 209 |
Bars Traded | 17220 | 6225 | 10995 | 17220 | 6225 | 10995 |
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 | -155174 | 321204 | -38701 | -161931 | -279076 | 265801 |
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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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