Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218951.6335 | 1361558.7046 | -142607.071 | -98151.956 | -60321.825 | -37830.131 |
Total P&L (%) | 1218.9516 | 1361.5587 | -142.6071 | -98.152 | -60.3218 | -37.8301 |
Avg Daily Profit (%) | 0.528 | 0.5898 | -0.0618 | -0.1727 | -0.04 | -0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241972 | -162564 | -201625 | -75360 | -36074 | -47633 |
Profit Factor | 2.6096 | 4.6719 | 0.631 | 0.3604 | 0.333 | 0.3996 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 48.5294 | 44.1176 | 52.9412 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.7677 | 5.9177 | 0.5609 | 0.3822 | 0.4218 | 0.3552 |
Largest Winning Trade | 1471005 | 1471005 | 45173 | 15746 | 15746 | 8320 |
Largest Losing Trade | -85606 | -71448 | -85606 | -33135 | -30779 | -33135 |
Avg Bars in Trades | 94 | 141 | 48 | 94 | 141 | 48 |
Avg Bars in Winners | 125 | 214 | 50 | 125 | 214 | 50 |
Avg Bars in Losers | 66 | 83 | 46 | 66 | 83 | 46 |
Bars Traded | 6456 | 4807 | 1649 | 6456 | 4807 | 1649 |
Profit Streak | 0 | 60.4601 | 0 | 0 | 60.4601 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98531 | 618427 | -580413 | -695127 | -582522 | -580413 |
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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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