Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065856.1135 | 1032673.9937 | 33182.1198 | 1507791.1158 | 3710614.3099 | -2202823.1942 |
Total P&L (%) | 1065.8561 | 1032.674 | 33.1821 | 1507.7911 | 3710.6143 | -2202.8232 |
Avg Daily Profit (%) | 0.4854 | 0.4703 | 0.0151 | 0.1266 | 0.1659 | 0 |
Buy And Hold Return (%) | 1045.1986 | 1045.1986 | 1045.1986 | 1045.1986 | 1045.1986 | 1045.1986 |
Max Trade Drawdown | -91414 | -52585 | -69562 | -5081340 | -1191047 | -3890293 |
Profit Factor | 4.2892 | 9.1456 | 1.1682 | 1.1767 | 2.4926 | 0.6356 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 54.8387 | 50 | 52.459 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 3.8871 | 7.5317 | 1.1682 | 1.0664 | 2.0528 | 0.6356 |
Largest Winning Trade | 692687 | 692687 | 72078 | 4269356 | 4269356 | 1120234 |
Largest Losing Trade | -69277 | -24891 | -69277 | -3722882 | -646487 | -3722882 |
Avg Bars in Trades | 100 | 129 | 70 | 100 | 129 | 70 |
Avg Bars in Winners | 124 | 157 | 86 | 124 | 157 | 86 |
Avg Bars in Losers | 74 | 95 | 55 | 74 | 95 | 55 |
Bars Traded | 6138 | 4011 | 2126 | 6138 | 4011 | 2126 |
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 | -307558 | -146314 | -373980 | -243510 | 376658 | -580825 |
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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) |
---|