Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229395.866 | 1183641.8 | 45754.066 | 2225512.8494 | 2778788.7995 | -553275.9501 |
Total P&L (%) | 1229.3959 | 1183.6418 | 45.7541 | 2225.5128 | 2778.7888 | -553.276 |
Avg Daily Profit (%) | 0.6775 | 0.6523 | 0.0252 | 0.1735 | 0.1853 | 0 |
Buy And Hold Return (%) | 589.6102 | 589.6102 | 589.6102 | 589.6102 | 589.6102 | 589.6102 |
Max Trade Drawdown | -123471 | -80722 | -79812 | -1484769 | -757265 | -1161949 |
Profit Factor | 3.7254 | 6.5975 | 1.1909 | 1.4086 | 2.2429 | 0.8277 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 35 | 36.6667 | 33.3333 | 35 | 36.6667 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.9185 | 11.3956 | 2.3819 | 2.6159 | 3.874 | 1.6554 |
Largest Winning Trade | 720818 | 720818 | 70213 | 1759004 | 1759004 | 808162 |
Largest Losing Trade | -33868 | -33129 | -33868 | -569565 | -544219 | -569565 |
Avg Bars in Trades | 85 | 67 | 104 | 85 | 67 | 104 |
Avg Bars in Winners | 167 | 131 | 206 | 167 | 131 | 206 |
Avg Bars in Losers | 42 | 30 | 53 | 42 | 30 | 53 |
Bars Traded | 5154 | 2026 | 3128 | 5154 | 2026 | 3128 |
Profit Streak | 0 | 245.7718 | 0 | 0 | 245.7718 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166953 | 335938 | -340887 | -172363 | 227941 | -584529 |
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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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