Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463990.355 | 1407292.7721 | 56697.5829 | 2576951.2555 | 2044381.2083 | 532570.0472 |
Total P&L (%) | 1463.9904 | 1407.2928 | 56.6976 | 2576.9513 | 2044.3812 | 532.57 |
Avg Daily Profit (%) | 0.8079 | 0.7767 | 0.0313 | 0.1816 | 0.1693 | 0.1019 |
Buy And Hold Return (%) | 580.4107 | 580.4107 | 580.4107 | 580.4107 | 580.4107 | 580.4107 |
Max Trade Drawdown | -125925 | -115209 | -59010 | -1776353 | -1698157 | -1071159 |
Profit Factor | 4.0231 | 6.0349 | 1.2769 | 1.3588 | 1.4876 | 1.1781 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 46.1538 | 36.3636 | 56.25 | 46.1538 | 36.3636 | 56.25 |
Ratio Avg Win / Avg Loss | 4.6937 | 10.561 | 0.9932 | 1.5853 | 2.6033 | 0.9163 |
Largest Winning Trade | 808638 | 808638 | 62254 | 1701978 | 1701978 | 877675 |
Largest Losing Trade | -46160 | -45770 | -46160 | -770423 | -770423 | -419902 |
Avg Bars in Trades | 108 | 149 | 65 | 108 | 149 | 65 |
Avg Bars in Winners | 114 | 190 | 63 | 114 | 190 | 63 |
Avg Bars in Losers | 103 | 125 | 68 | 103 | 125 | 68 |
Bars Traded | 7034 | 4933 | 2101 | 7034 | 4933 | 2101 |
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 | -121057 | 435922 | -317810 | -130169 | 77119 | -247821 |
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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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