Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480912.0234 | 1365101.0569 | 115810.9664 | 791292.022 | -769712.945 | 1561004.9669 |
Total P&L (%) | 1480.912 | 1365.1011 | 115.811 | 791.292 | -769.7129 | 1561.005 |
Avg Daily Profit (%) | 0.711 | 0.6554 | 0.0556 | 0.1051 | 0 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126691 | -80275 | -67684 | -3019683 | -1934132 | -1356058 |
Profit Factor | 3.9178 | 5.6698 | 1.5381 | 1.1099 | 0.8188 | 1.5282 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 41.9355 | 32.2581 | 51.6129 | 41.9355 | 32.2581 | 51.6129 |
Ratio Avg Win / Avg Loss | 5.4247 | 11.9065 | 1.442 | 1.5367 | 1.7194 | 1.4327 |
Largest Winning Trade | 1354209 | 1354209 | 56400 | 1410360 | 1066220 | 1410360 |
Largest Losing Trade | -45594 | -30288 | -45594 | -1191142 | -890522 | -1191142 |
Avg Bars in Trades | 393 | 322 | 463 | 393 | 322 | 463 |
Avg Bars in Winners | 657 | 625 | 677 | 657 | 625 | 677 |
Avg Bars in Losers | 202 | 178 | 235 | 202 | 178 | 235 |
Bars Traded | 24377 | 9998 | 14379 | 24377 | 9998 | 14379 |
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 | -142507 | 477950 | -116964 | -312761 | -584939 | -10744 |
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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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