Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1561997.9586 | 1551963.7045 | 10034.2541 | 266588.6467 | 1099527.5489 | -832938.9021 |
Total P&L (%) | 1561.998 | 1551.9637 | 10.0343 | 266.5886 | 1099.5275 | -832.9389 |
Avg Daily Profit (%) | 0.6733 | 0.669 | 0.0043 | 0.056 | 0.1071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132221 | -124729 | -154916 | -1041467 | -590501 | -1086979 |
Profit Factor | 3.2672 | 5.6484 | 1.0283 | 1.0898 | 1.8344 | 0.4953 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 45.1613 | 46.6667 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.8506 | 6.8587 | 1.1752 | 1.2844 | 2.2275 | 0.5661 |
Largest Winning Trade | 1319617 | 1319617 | 78079 | 1120115 | 1120115 | 184526 |
Largest Losing Trade | -45206 | -39076 | -45206 | -525815 | -339806 | -525815 |
Avg Bars in Trades | 104 | 87 | 121 | 104 | 87 | 121 |
Avg Bars in Winners | 159 | 132 | 187 | 159 | 132 | 187 |
Avg Bars in Losers | 56 | 49 | 64 | 56 | 49 | 64 |
Bars Traded | 6347 | 2700 | 3647 | 6347 | 2700 | 3647 |
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 | -149265 | 662206 | -542539 | -407448 | -47966 | -582121 |
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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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