Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628061.4178 | 584548.4906 | 43512.9272 | 14062.0859 | 1000000.198 | -985938.112 |
Total P&L (%) | 628.0614 | 584.5485 | 43.5129 | 14.0621 | 1000.0002 | -985.9381 |
Avg Daily Profit (%) | 0.26 | 0.242 | 0.018 | 0.0054 | 0.0993 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185772 | -71802 | -183783 | -1136849 | -138396 | -1219326 |
Profit Factor | 1.945 | 2.7502 | 1.1316 | 1.0071 | 2.8167 | 0.3101 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 2.8428 | 4.5837 | 1.4549 | 1.4719 | 4.6945 | 0.3986 |
Largest Winning Trade | 321682 | 321682 | 55376 | 853428 | 853428 | 66875 |
Largest Losing Trade | -80520 | -48004 | -80520 | -960840 | -71914 | -960840 |
Avg Bars in Trades | 146 | 152 | 139 | 146 | 152 | 139 |
Avg Bars in Winners | 188 | 211 | 168 | 188 | 211 | 168 |
Avg Bars in Losers | 116 | 116 | 117 | 116 | 116 | 117 |
Bars Traded | 9344 | 4868 | 4476 | 9344 | 4868 | 4476 |
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 | -135178 | 315043 | -248906 | -585081 | -59480 | -583240 |
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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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