Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970255.478 | 906221.0123 | 64034.4657 | 179081.5501 | 213724.9283 | -34643.3782 |
Total P&L (%) | 970.2555 | 906.221 | 64.0345 | 179.0816 | 213.7249 | -34.6434 |
Avg Daily Profit (%) | 0.4064 | 0.3796 | 0.0268 | 0.043 | 0.0479 | -0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120797 | -82432 | -82139 | -893276 | -874936 | -519788 |
Profit Factor | 2.5614 | 4.0714 | 1.1962 | 1.054 | 1.1381 | 0.9804 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 37.2881 | 30 | 44.8276 | 37.2881 | 30 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.3077 | 9.4999 | 1.4723 | 1.7727 | 2.6556 | 1.2067 |
Largest Winning Trade | 680822 | 680822 | 68157 | 593943 | 593943 | 392487 |
Largest Losing Trade | -65509 | -39648 | -65509 | -464822 | -464822 | -446236 |
Avg Bars in Trades | 117 | 106 | 129 | 117 | 106 | 129 |
Avg Bars in Winners | 217 | 213 | 219 | 217 | 213 | 219 |
Avg Bars in Losers | 58 | 61 | 55 | 58 | 61 | 55 |
Bars Traded | 6949 | 3198 | 3751 | 6949 | 3198 | 3751 |
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 | -170035 | 319012 | -164210 | -480198 | -204227 | -581177 |
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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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