Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108920.5135 | 1016575.7675 | 92344.746 | -137399.1868 | 6602.4742 | -144001.6611 |
Total P&L (%) | 1108.9205 | 1016.5758 | 92.3447 | -137.3992 | 6.6025 | -144.0017 |
Avg Daily Profit (%) | 0.6211 | 0.5694 | 0.0517 | 0 | 0.0036 | 0 |
Buy And Hold Return (%) | 29.711 | 29.711 | 29.711 | 29.711 | 29.711 | 29.711 |
Max Trade Drawdown | -71954 | -60997 | -54832 | -55382 | -14277 | -48215 |
Profit Factor | 3.6793 | 6.5596 | 1.3997 | 0.4646 | 1.1033 | 0.2526 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 13 | 18 | 29 | 17 | 12 |
Losing Trades | 30 | 17 | 13 | 32 | 13 | 19 |
Profitability (%) | 50.8197 | 43.3333 | 58.0645 | 47.541 | 56.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.5606 | 8.5779 | 1.0109 | 0.5126 | 0.8437 | 0.3999 |
Largest Winning Trade | 1047928 | 1047928 | 60480 | 20488 | 20488 | 19298 |
Largest Losing Trade | -101742 | -39841 | -101742 | -101742 | -18257 | -101742 |
Avg Bars in Trades | 51 | 35 | 67 | 51 | 35 | 67 |
Avg Bars in Winners | 76 | 55 | 91 | 24 | 19 | 30 |
Avg Bars in Losers | 26 | 19 | 34 | 76 | 55 | 91 |
Bars Traded | 3150 | 1056 | 2094 | 3150 | 1056 | 2094 |
Profit Streak | 0 | 36.3938 | 0 | 26.3938 | 0 | 31.8938 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147430 | 634549 | -125164 | -747192 | -461599 | -584668 |
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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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