Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614642.262 | 460624.3711 | 154017.8909 | 412778.9483 | -514363.6236 | 927142.5719 |
Total P&L (%) | 614.6423 | 460.6244 | 154.0179 | 412.7789 | -514.3636 | 927.1426 |
Avg Daily Profit (%) | 0.414 | 0.3102 | 0.1037 | 0.1102 | 0 | 0.157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137386 | -99783 | -87002 | -2283706 | -1602820 | -1157016 |
Profit Factor | 2.3691 | 2.9664 | 1.7174 | 1.0916 | 0.7972 | 1.4701 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 45.7627 | 36.6667 | 55.1724 | 45.7627 | 36.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.8078 | 5.1238 | 1.3953 | 1.2937 | 1.3769 | 1.1944 |
Largest Winning Trade | 411322 | 411322 | 71871 | 875491 | 875491 | 748595 |
Largest Losing Trade | -43860 | -28573 | -43860 | -667523 | -667523 | -435053 |
Avg Bars in Trades | 96 | 73 | 120 | 96 | 73 | 120 |
Avg Bars in Winners | 142 | 114 | 161 | 142 | 114 | 161 |
Avg Bars in Losers | 57 | 49 | 69 | 57 | 49 | 69 |
Bars Traded | 5696 | 2213 | 3483 | 5696 | 2213 | 3483 |
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 | -166768 | 323850 | -51736 | -346885 | -584344 | 338717 |
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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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