Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1833156.5691 | 1821276.9005 | 11879.6685 | 99467.0195 | -199440.8027 | 298907.8222 |
Total P&L (%) | 1833.1566 | 1821.2769 | 11.8797 | 99.467 | -199.4408 | 298.9078 |
Avg Daily Profit (%) | 0.9831 | 0.9767 | 0.0064 | 0.037 | 0 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192679 | -191263 | -9173 | -4035304 | -3902979 | -172582 |
Profit Factor | 5.2847 | 5.6656 | 1.317 | 1.0165 | 0.9645 | 1.7359 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50.7692 | 43.75 | 57.5758 | 50.7692 | 43.75 | 57.5758 |
Ratio Avg Win / Avg Loss | 5.1246 | 7.2843 | 0.9704 | 0.9857 | 1.2401 | 1.2791 |
Largest Winning Trade | 1894866 | 1894866 | 8536 | 1594558 | 1594558 | 230293 |
Largest Losing Trade | -62295 | -62295 | -4269 | -1819525 | -1819525 | -90478 |
Avg Bars in Trades | 322 | 646 | 8 | 322 | 646 | 8 |
Avg Bars in Winners | 271 | 625 | 10 | 271 | 625 | 10 |
Avg Bars in Losers | 375 | 663 | 5 | 375 | 663 | 5 |
Bars Traded | 20977 | 20700 | 277 | 20977 | 20700 | 277 |
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 | -114571 | 689021 | -291576 | -483363 | -581574 | -90423 |
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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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