Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257135.6993 | 1178493.4899 | 78642.2094 | 657591.6624 | -35730.3561 | 693322.0185 |
Total P&L (%) | 1257.1357 | 1178.4935 | 78.6422 | 657.5917 | -35.7304 | 693.322 |
Avg Daily Profit (%) | 0.5331 | 0.4998 | 0.0334 | 0.0859 | -0.0187 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81739 | -45995 | -87388 | -952467 | -579380 | -373087 |
Profit Factor | 3.8038 | 6.8903 | 1.3167 | 1.3055 | 0.9681 | 1.6712 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 42.8571 | 50 | 35.4839 | 42.8571 | 50 | 35.4839 |
Ratio Avg Win / Avg Loss | 5.0718 | 6.8903 | 2.3941 | 1.7407 | 0.9681 | 3.0385 |
Largest Winning Trade | 1150533 | 1150533 | 60511 | 643584 | 337693 | 643584 |
Largest Losing Trade | -53405 | -27273 | -53405 | -302953 | -302953 | -264952 |
Avg Bars in Trades | 99 | 74 | 125 | 99 | 74 | 125 |
Avg Bars in Winners | 171 | 104 | 267 | 171 | 104 | 267 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 6296 | 2391 | 3905 | 6296 | 2391 | 3905 |
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 | -136252 | 687453 | -152726 | -230664 | -580810 | -77749 |
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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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