Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062506.0043 | 1060018.3498 | 2487.6545 | -22775.6987 | -144941.9866 | 122166.2878 |
Total P&L (%) | 1062.506 | 1060.0184 | 2.4877 | -22.7757 | -144.942 | 122.1663 |
Avg Daily Profit (%) | 0.4474 | 0.4464 | 0.001 | -0.0109 | 0 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155405 | -153392 | -15497 | -896675 | -928256 | -18176 |
Profit Factor | 3.0776 | 3.3072 | 1.0479 | 0.9846 | 0.8985 | 3.4671 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 50.8197 | 56.6667 | 45.1613 | 50.8197 | 56.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.9784 | 2.529 | 1.2724 | 0.9528 | 0.6871 | 4.21 |
Largest Winning Trade | 926669 | 926669 | 9804 | 473641 | 473641 | 56084 |
Largest Losing Trade | -77537 | -77537 | -11571 | -587296 | -587296 | -10822 |
Avg Bars in Trades | 214 | 431 | 5 | 214 | 431 | 5 |
Avg Bars in Winners | 212 | 380 | 7 | 212 | 380 | 7 |
Avg Bars in Losers | 217 | 498 | 3 | 217 | 498 | 3 |
Bars Traded | 13113 | 12954 | 159 | 13113 | 12954 | 159 |
Profit Streak | 0 | 140.9483 | 0 | 0 | 140.9483 | 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 | -149861 | 642743 | -526698 | -746671 | -579390 | -142993 |
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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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