Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1906053.4772 | 1909290.4482 | -3236.971 | 191278.6209 | 1860115.8944 | -1668837.2735 |
Total P&L (%) | 1906.0535 | 1909.2904 | -3.237 | 191.2786 | 1860.1159 | -1668.8373 |
Avg Daily Profit (%) | 0.8213 | 0.8227 | -0.0014 | 0.0461 | 0.1283 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173681 | -115652 | -163020 | -2354180 | -604529 | -1884845 |
Profit Factor | 3.6382 | 6.155 | 0.9908 | 1.0504 | 2.3146 | 0.2996 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 36.9231 | 30.303 | 43.75 | 36.9231 | 30.303 | 43.75 |
Ratio Avg Win / Avg Loss | 6.2153 | 14.1566 | 1.2739 | 1.7944 | 5.3237 | 0.3852 |
Largest Winning Trade | 1729350 | 1729350 | 82130 | 2357644 | 2357644 | 166207 |
Largest Losing Trade | -62309 | -54835 | -62309 | -1553986 | -515447 | -1553986 |
Avg Bars in Trades | 199 | 171 | 229 | 199 | 171 | 229 |
Avg Bars in Winners | 363 | 356 | 368 | 363 | 356 | 368 |
Avg Bars in Losers | 103 | 90 | 120 | 103 | 90 | 120 |
Bars Traded | 12985 | 5657 | 7328 | 12985 | 5657 | 7328 |
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 | -121382 | 505051 | -581574 | -436741 | -24596 | -583240 |
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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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