Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1928364.8345 | 1923692.8385 | 4671.9959 | 60780.5241 | 363159.4086 | -302378.8845 |
Total P&L (%) | 1928.3648 | 1923.6928 | 4.672 | 60.7805 | 363.1594 | -302.3789 |
Avg Daily Profit (%) | 0.8301 | 0.8281 | 0.002 | 0.0204 | 0.066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128882 | -116196 | -114952 | -958484 | -721527 | -539390 |
Profit Factor | 4.1233 | 6.9651 | 1.0158 | 1.0217 | 1.243 | 0.7684 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 33.8462 | 33.3333 | 34.375 | 33.8462 | 33.3333 | 34.375 |
Ratio Avg Win / Avg Loss | 8.0592 | 13.9303 | 1.9393 | 1.997 | 2.4859 | 1.4669 |
Largest Winning Trade | 1859654 | 1859654 | 73755 | 718239 | 718239 | 293083 |
Largest Losing Trade | -79725 | -35723 | -79725 | -364790 | -246655 | -364790 |
Avg Bars in Trades | 98 | 87 | 110 | 98 | 87 | 110 |
Avg Bars in Winners | 186 | 177 | 194 | 186 | 177 | 194 |
Avg Bars in Losers | 53 | 41 | 66 | 53 | 41 | 66 |
Bars Traded | 6403 | 2871 | 3532 | 6403 | 2871 | 3532 |
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 | -122215 | 547644 | -564001 | -504261 | -110452 | -585220 |
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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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