Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149446.2882 | 1085893.9627 | 63552.3256 | 2108960.3523 | 2400457.633 | -291497.2807 |
Total P&L (%) | 1149.4463 | 1085.894 | 63.5523 | 2108.9604 | 2400.4576 | -291.4973 |
Avg Daily Profit (%) | 0.4966 | 0.4691 | 0.0275 | 0.1338 | 0.1392 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71941 | -54826 | -95626 | -2951664 | -2649315 | -1470301 |
Profit Factor | 4.2507 | 8.2996 | 1.3103 | 1.224 | 1.5484 | 0.9421 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 44.0678 | 46.6667 | 41.3793 | 44.0678 | 46.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.3951 | 9.4852 | 1.8562 | 1.5535 | 1.7696 | 1.3347 |
Largest Winning Trade | 909875 | 909875 | 90699 | 1618988 | 1618988 | 1191884 |
Largest Losing Trade | -32335 | -23784 | -32335 | -870635 | -741613 | -870635 |
Avg Bars in Trades | 142 | 101 | 185 | 142 | 101 | 185 |
Avg Bars in Winners | 249 | 185 | 323 | 249 | 185 | 323 |
Avg Bars in Losers | 58 | 27 | 88 | 58 | 27 | 88 |
Bars Traded | 8430 | 3044 | 5386 | 8430 | 3044 | 5386 |
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 | -163988 | 630805 | -158779 | -195063 | -5468 | -582518 |
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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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