Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859195.984 | 748901.9676 | 110294.0164 | 381140.1872 | 300652.3308 | 80487.8564 |
Total P&L (%) | 859.196 | 748.902 | 110.294 | 381.1402 | 300.6523 | 80.4879 |
Avg Daily Profit (%) | 0.4646 | 0.405 | 0.0596 | 0.085 | 0.0751 | 0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116946 | -69032 | -53842 | -1257841 | -666938 | -762167 |
Profit Factor | 2.8165 | 3.9932 | 1.4951 | 1.0932 | 1.1537 | 1.0377 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 38.9831 | 30 | 48.2759 | 38.9831 | 30 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.4085 | 9.3174 | 1.6019 | 1.711 | 2.6919 | 1.1118 |
Largest Winning Trade | 754472 | 754472 | 57484 | 754472 | 754472 | 548743 |
Largest Losing Trade | -41622 | -30998 | -41622 | -683536 | -226906 | -683536 |
Avg Bars in Trades | 90 | 72 | 109 | 90 | 72 | 109 |
Avg Bars in Winners | 171 | 149 | 185 | 171 | 149 | 185 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 5338 | 2163 | 3175 | 5338 | 2163 | 3175 |
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 | -168386 | 324751 | -111624 | -380490 | -150907 | -330001 |
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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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