Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570507.31 | 478071.061 | 92436.2489 | 588958.9228 | 371379.7816 | 217579.1412 |
Total P&L (%) | 570.5073 | 478.0711 | 92.4362 | 588.9589 | 371.3798 | 217.5791 |
Avg Daily Profit (%) | 0.3058 | 0.2562 | 0.0495 | 0.1035 | 0.0831 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95418 | -94383 | -34444 | -1151268 | -1072789 | -483270 |
Profit Factor | 2.6034 | 3.0042 | 1.7881 | 1.1554 | 1.1436 | 1.1806 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 43.3333 | 51.6129 | 47.541 | 43.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.8727 | 3.9286 | 1.6763 | 1.2749 | 1.4955 | 1.1068 |
Largest Winning Trade | 417206 | 417206 | 42948 | 711514 | 711514 | 265161 |
Largest Losing Trade | -46113 | -46113 | -19459 | -447057 | -447057 | -250793 |
Avg Bars in Trades | 85 | 141 | 31 | 85 | 141 | 31 |
Avg Bars in Winners | 98 | 173 | 37 | 98 | 173 | 37 |
Avg Bars in Losers | 73 | 116 | 24 | 73 | 116 | 24 |
Bars Traded | 5218 | 4240 | 978 | 5218 | 4240 | 978 |
Profit Streak | 0 | 99.7117 | 0 | 0 | 99.7117 | 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 | -153049 | 423363 | -123184 | -270948 | -146558 | -131907 |
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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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