Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274676.1025 | 1172378.5886 | 102297.5139 | 960357.6448 | -917568.4113 | 1877926.0561 |
Total P&L (%) | 1274.6761 | 1172.3786 | 102.2975 | 960.3576 | -917.5684 | 1877.9261 |
Avg Daily Profit (%) | 0.5412 | 0.4978 | 0.0434 | 0.1003 | 0 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108626 | -84689 | -99483 | -2617785 | -2548047 | -1041352 |
Profit Factor | 3.6888 | 5.8265 | 1.4425 | 1.1572 | 0.7436 | 1.7423 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40.9836 | 35.4839 | 46.6667 | 40.9836 | 35.4839 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.3119 | 10.5937 | 1.6486 | 1.6664 | 1.3521 | 1.9912 |
Largest Winning Trade | 1127059 | 1127059 | 59369 | 1146682 | 835801 | 1146682 |
Largest Losing Trade | -43224 | -26003 | -43224 | -837432 | -831833 | -837432 |
Avg Bars in Trades | 105 | 88 | 123 | 105 | 88 | 123 |
Avg Bars in Winners | 191 | 166 | 211 | 191 | 166 | 211 |
Avg Bars in Losers | 46 | 45 | 46 | 46 | 45 | 46 |
Bars Traded | 6450 | 2744 | 3706 | 6450 | 2744 | 3706 |
Profit Streak | 0 | 0 | 137.5837 | 0 | 0 | 137.5837 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151996 | 478750 | -133604 | -274939 | -584796 | -20795 |
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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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