Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117147.6311 | 1087372.6411 | 29774.99 | 471.5325 | -101581.2911 | 102052.8235 |
Total P&L (%) | 1117.1476 | 1087.3726 | 29.775 | 0.4715 | -101.5813 | 102.0528 |
Avg Daily Profit (%) | 0.4734 | 0.4608 | 0.0126 | 0.0002 | 0 | 0.0298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145817 | -116456 | -145314 | -255781 | -302258 | -85640 |
Profit Factor | 2.8246 | 4.6461 | 1.0948 | 1.0005 | 0.7984 | 1.2561 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 40.3226 | 35.4839 | 45.1613 | 40.3226 | 35.4839 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.1805 | 8.4474 | 1.3294 | 1.4808 | 1.4516 | 1.5252 |
Largest Winning Trade | 1137598 | 1137598 | 65800 | 127896 | 127896 | 113326 |
Largest Losing Trade | -71623 | -39568 | -71623 | -102839 | -102839 | -85640 |
Avg Bars in Trades | 219 | 194 | 244 | 219 | 194 | 244 |
Avg Bars in Winners | 328 | 313 | 340 | 328 | 313 | 340 |
Avg Bars in Losers | 146 | 129 | 166 | 146 | 129 | 166 |
Bars Traded | 13626 | 6038 | 7588 | 13626 | 6038 | 7588 |
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 | -146775 | 436200 | -297263 | -740812 | -584796 | -154057 |
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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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