Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755059.1502 | 644259.9522 | 110799.198 | 576006.6834 | 209308.5071 | 366698.1762 |
Total P&L (%) | 755.0592 | 644.26 | 110.7992 | 576.0067 | 209.3085 | 366.6982 |
Avg Daily Profit (%) | 0.4059 | 0.3463 | 0.0596 | 0.1028 | 0.0607 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118686 | -73443 | -74054 | -1308729 | -571045 | -853316 |
Profit Factor | 2.5314 | 3.6266 | 1.4472 | 1.1692 | 1.125 | 1.2119 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 45.1613 | 43.3333 | 44.2623 | 45.1613 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.1877 | 4.4038 | 1.8925 | 1.4723 | 1.3661 | 1.5848 |
Largest Winning Trade | 548861 | 548861 | 64168 | 555030 | 555030 | 551402 |
Largest Losing Trade | -49691 | -35390 | -49691 | -556727 | -266695 | -556727 |
Avg Bars in Trades | 174 | 131 | 220 | 174 | 131 | 220 |
Avg Bars in Winners | 280 | 201 | 366 | 280 | 201 | 366 |
Avg Bars in Losers | 91 | 73 | 108 | 91 | 73 | 108 |
Bars Traded | 10671 | 4064 | 6607 | 10671 | 4064 | 6607 |
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 | -153607 | 509569 | -113933 | -258022 | -196784 | -84323 |
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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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