Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514311.5813 | 497598.3907 | 16713.1906 | 9681.7248 | -72630.9159 | 82312.6406 |
Total P&L (%) | 514.3116 | 497.5984 | 16.7132 | 9.6817 | -72.6309 | 82.3126 |
Avg Daily Profit (%) | 0.2704 | 0.2616 | 0.0088 | 0.0049 | -0.0681 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262686 | -247238 | -33256 | -2857560 | -2748440 | -421740 |
Profit Factor | 2.0341 | 2.1439 | 1.268 | 1.002 | 0.983 | 1.1474 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 50 | 51.5152 | 50.7692 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9724 | 2.1439 | 1.1934 | 0.9716 | 0.983 | 1.0799 |
Largest Winning Trade | 316891 | 316891 | 13362 | 1651657 | 1651657 | 345992 |
Largest Losing Trade | -61042 | -61042 | -11971 | -1527110 | -1527110 | -182600 |
Avg Bars in Trades | 77 | 155 | 2 | 77 | 155 | 2 |
Avg Bars in Winners | 64 | 131 | 2 | 64 | 131 | 2 |
Avg Bars in Losers | 91 | 180 | 2 | 91 | 180 | 2 |
Bars Traded | 5064 | 4988 | 76 | 5064 | 4988 | 76 |
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 | -123395 | 438941 | -189833 | -707997 | -580810 | -208687 |
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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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