Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1728081.2036 | 1630219.0388 | 97862.1648 | 277244.1878 | -28225.489 | 305469.6769 |
Total P&L (%) | 1728.0812 | 1630.219 | 97.8622 | 277.2442 | -28.2255 | 305.4697 |
Avg Daily Profit (%) | 0.7311 | 0.6897 | 0.0414 | 0.0562 | -0.014 | 0.0592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169624 | -59640 | -134310 | -170178 | -175473 | -162948 |
Profit Factor | 4.374 | 7.9615 | 1.352 | 1.3331 | 0.9309 | 1.7213 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 46.1538 | 39.3939 | 53.125 | 46.1538 | 39.3939 | 53.125 |
Ratio Avg Win / Avg Loss | 5.1031 | 12.2485 | 1.193 | 1.5553 | 1.4322 | 1.5188 |
Largest Winning Trade | 1593794 | 1593794 | 66967 | 175981 | 78898 | 175981 |
Largest Losing Trade | -89472 | -24877 | -89472 | -162948 | -90530 | -162948 |
Avg Bars in Trades | 134 | 114 | 155 | 134 | 114 | 155 |
Avg Bars in Winners | 204 | 182 | 220 | 204 | 182 | 220 |
Avg Bars in Losers | 74 | 69 | 80 | 74 | 69 | 80 |
Bars Traded | 8733 | 3773 | 4960 | 8733 | 3773 | 4960 |
Profit Streak | 0 | 0 | 81.349 | 0 | 0 | 81.349 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117860 | 597668 | -136272 | -254267 | -583260 | -109626 |
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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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