Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755383.7386 | 599991.8039 | 155391.9348 | 606364.3085 | -303319.5505 | 909683.859 |
Total P&L (%) | 755.3837 | 599.9918 | 155.3919 | 606.3643 | -303.3196 | 909.6839 |
Avg Daily Profit (%) | 0.5094 | 0.4046 | 0.1048 | 0.1319 | 0 | 0.156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103322 | -81981 | -71458 | -1854511 | -1599111 | -971505 |
Profit Factor | 2.7472 | 3.4945 | 1.8102 | 1.1129 | 0.9022 | 1.401 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 37.931 | 42.8571 | 40.3509 | 37.931 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.0611 | 5.7182 | 2.4135 | 1.6452 | 1.4763 | 1.868 |
Largest Winning Trade | 558868 | 558868 | 78573 | 1328582 | 1328582 | 638690 |
Largest Losing Trade | -38620 | -28326 | -38620 | -475026 | -465452 | -475026 |
Avg Bars in Trades | 99 | 74 | 126 | 99 | 74 | 126 |
Avg Bars in Winners | 169 | 122 | 212 | 169 | 122 | 212 |
Avg Bars in Losers | 52 | 44 | 61 | 52 | 44 | 61 |
Bars Traded | 5692 | 2155 | 3537 | 5692 | 2155 | 3537 |
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 | -167328 | 421990 | -73496 | -294940 | -583859 | -14358 |
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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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