Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289818.9769 | 1182613.2895 | 107205.6874 | 151892.2726 | -141766.2109 | 293658.4835 |
Total P&L (%) | 1289.819 | 1182.6133 | 107.2057 | 151.8923 | -141.7662 | 293.6585 |
Avg Daily Profit (%) | 0.5471 | 0.5016 | 0.0455 | 0.0392 | 0 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171388 | -63676 | -176355 | -206142 | -228879 | -78339 |
Profit Factor | 3.3351 | 5.2929 | 1.3872 | 1.2041 | 0.7158 | 2.1967 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 39.3939 | 50 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 4.1402 | 8.1429 | 1.3872 | 1.4948 | 1.1012 | 2.1967 |
Largest Winning Trade | 1129494 | 1129494 | 68705 | 133147 | 81177 | 133147 |
Largest Losing Trade | -84200 | -32622 | -84200 | -116818 | -116818 | -60551 |
Avg Bars in Trades | 142 | 120 | 164 | 142 | 120 | 164 |
Avg Bars in Winners | 213 | 189 | 232 | 213 | 189 | 232 |
Avg Bars in Losers | 84 | 76 | 95 | 84 | 76 | 95 |
Bars Traded | 9238 | 3987 | 5251 | 9238 | 3987 | 5251 |
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 | -120990 | 521125 | -131596 | -279426 | -583260 | -111144 |
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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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