Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959040.2797 | 744800.6528 | 214239.627 | 2443370.866 | -592854.9244 | 3036225.7904 |
Total P&L (%) | 959.0403 | 744.8007 | 214.2396 | 2443.3709 | -592.8549 | 3036.2258 |
Avg Daily Profit (%) | 0.537 | 0.4171 | 0.12 | 0.1814 | 0 | 0.1931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60788 | -71586 | -18073 | -1625212 | -2157536 | -319875 |
Profit Factor | 3.8172 | 3.8601 | 3.6775 | 1.3326 | 0.8981 | 2.9911 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 52.381 | 41.9355 | 62.5 | 52.381 | 41.9355 | 62.5 |
Ratio Avg Win / Avg Loss | 3.4701 | 5.3447 | 2.2065 | 1.2115 | 1.2436 | 1.7947 |
Largest Winning Trade | 643373 | 643373 | 40405 | 1664622 | 1664622 | 747292 |
Largest Losing Trade | -60788 | -60788 | -18073 | -1261010 | -1261010 | -319875 |
Avg Bars in Trades | 142 | 233 | 53 | 142 | 233 | 53 |
Avg Bars in Winners | 185 | 371 | 64 | 185 | 371 | 64 |
Avg Bars in Losers | 94 | 134 | 33 | 94 | 134 | 33 |
Bars Traded | 8946 | 7247 | 1699 | 8946 | 7247 | 1699 |
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 | -132845 | 492330 | -24438 | -142529 | -582287 | 550075 |
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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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