Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105017.969 | 963448.9777 | 141568.9913 | 100616.7607 | -114831.3492 | 215448.11 |
Total P&L (%) | 1105.018 | 963.449 | 141.569 | 100.6168 | -114.8313 | 215.4481 |
Avg Daily Profit (%) | 0.469 | 0.4089 | 0.0601 | 0.0296 | 0 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157222 | -64864 | -161512 | -132039 | -191649 | -98394 |
Profit Factor | 3.0465 | 4.232 | 1.5853 | 1.1733 | 0.7184 | 2.2459 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 47.619 | 37.5 | 58.0645 | 47.619 | 37.5 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.3511 | 7.0533 | 1.145 | 1.2906 | 1.1974 | 1.6221 |
Largest Winning Trade | 865811 | 865811 | 68261 | 118056 | 78987 | 118056 |
Largest Losing Trade | -94401 | -30753 | -94401 | -93959 | -81757 | -93959 |
Avg Bars in Trades | 110 | 94 | 126 | 110 | 94 | 126 |
Avg Bars in Winners | 165 | 155 | 172 | 165 | 155 | 172 |
Avg Bars in Losers | 60 | 58 | 64 | 60 | 58 | 64 |
Bars Traded | 6950 | 3020 | 3930 | 6950 | 3020 | 3930 |
Profit Streak | 0 | 0 | 79.3454 | 0 | 0 | 79.3454 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135768 | 437824 | -109296 | -335268 | -584004 | -121936 |
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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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