Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258293.1162 | 1290502.9086 | -32209.7924 | 34196.1369 | 865567.5264 | -831371.3895 |
Total P&L (%) | 1258.2931 | 1290.5029 | -32.2098 | 34.1961 | 865.5675 | -831.3714 |
Avg Daily Profit (%) | 0.6814 | 0.6989 | -0.0174 | 0.0159 | 0.1229 | 0 |
Buy And Hold Return (%) | 107.691 | 107.691 | 107.691 | 107.691 | 107.691 | 107.691 |
Max Trade Drawdown | -226233 | -137118 | -98841 | -2680828 | -2093840 | -1593328 |
Profit Factor | 3.6591 | 5.0594 | 0.7926 | 1.0058 | 1.2371 | 0.6368 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 40 | 48.3871 | 44.2623 | 40 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.6078 | 7.589 | 0.8454 | 1.2665 | 1.8556 | 0.6793 |
Largest Winning Trade | 1171555 | 1171555 | 38553 | 2185568 | 2185568 | 410875 |
Largest Losing Trade | -69284 | -69284 | -25929 | -973450 | -973450 | -677492 |
Avg Bars in Trades | 118 | 211 | 27 | 118 | 211 | 27 |
Avg Bars in Winners | 117 | 223 | 32 | 117 | 223 | 32 |
Avg Bars in Losers | 118 | 203 | 23 | 118 | 203 | 23 |
Bars Traded | 7202 | 6343 | 859 | 7202 | 6343 | 859 |
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 | -149266 | 583339 | -581167 | -719769 | -31678 | -581167 |
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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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