Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364817.4403 | 1237386.1474 | 127431.2929 | 462275.6142 | -228506.8751 | 690782.4893 |
Total P&L (%) | 1364.8174 | 1237.3861 | 127.4313 | 462.2756 | -228.5069 | 690.7825 |
Avg Daily Profit (%) | 0.5777 | 0.5237 | 0.0539 | 0.0731 | 0 | 0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142804 | -78593 | -154927 | -382539 | -672978 | -139608 |
Profit Factor | 3.35 | 5.1918 | 1.4462 | 1.2417 | 0.8165 | 2.0348 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 3.7967 | 6.6751 | 1.4462 | 1.4072 | 1.0498 | 2.0348 |
Largest Winning Trade | 1181356 | 1181356 | 63129 | 325176 | 254130 | 325176 |
Largest Losing Trade | -76591 | -35908 | -76591 | -203863 | -203863 | -139608 |
Avg Bars in Trades | 107 | 90 | 124 | 107 | 90 | 124 |
Avg Bars in Winners | 154 | 128 | 176 | 154 | 128 | 176 |
Avg Bars in Losers | 66 | 61 | 72 | 66 | 61 | 72 |
Bars Traded | 6890 | 2909 | 3981 | 6890 | 2909 | 3981 |
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 | -127043 | 585982 | -119947 | -240308 | -581574 | -71807 |
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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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