Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086329.1524 | 1057484.1268 | 28845.0257 | 298428.358 | 692940.3357 | -394511.9777 |
Total P&L (%) | 1086.3292 | 1057.4841 | 28.845 | 298.4284 | 692.9403 | -394.512 |
Avg Daily Profit (%) | 0.4678 | 0.4554 | 0.0124 | 0.0596 | 0.0892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168802 | -151263 | -46039 | -4831155 | -4446420 | -1168101 |
Profit Factor | 2.9753 | 3.4015 | 1.2631 | 1.0328 | 1.0954 | 0.7868 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 47.7612 | 45.4545 | 50 | 47.7612 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 3.2542 | 4.0818 | 1.2631 | 1.1296 | 1.3145 | 0.7868 |
Largest Winning Trade | 379790 | 379790 | 25704 | 2587492 | 2587492 | 682885 |
Largest Losing Trade | -89604 | -89604 | -27785 | -2897711 | -2897711 | -944145 |
Avg Bars in Trades | 122 | 238 | 9 | 122 | 238 | 9 |
Avg Bars in Winners | 116 | 234 | 11 | 116 | 234 | 11 |
Avg Bars in Losers | 128 | 242 | 8 | 128 | 242 | 8 |
Bars Traded | 8213 | 7879 | 334 | 8213 | 7879 | 334 |
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 | -106138 | 537596 | -179338 | -420054 | -190800 | -580517 |
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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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