Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134896.1629 | 1009569.3986 | 125326.7643 | 1146999.0619 | 1603588.913 | -456589.8512 |
Total P&L (%) | 1134.8962 | 1009.5694 | 125.3268 | 1146.9991 | 1603.5889 | -456.5899 |
Avg Daily Profit (%) | 0.4764 | 0.4238 | 0.0526 | 0.106 | 0.1191 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168954 | -93267 | -118065 | -5704072 | -3931149 | -3617915 |
Profit Factor | 2.9407 | 4.5222 | 1.4203 | 1.0802 | 1.1998 | 0.9272 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 47.9452 | 40.5405 | 55.5556 | 47.9452 | 40.5405 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.1927 | 6.6326 | 1.1363 | 1.1728 | 1.7597 | 0.7418 |
Largest Winning Trade | 685926 | 685926 | 76377 | 3997641 | 3997641 | 1968414 |
Largest Losing Trade | -63673 | -45775 | -63673 | -2220040 | -1859852 | -2220040 |
Avg Bars in Trades | 125 | 107 | 144 | 125 | 107 | 144 |
Avg Bars in Winners | 177 | 162 | 188 | 177 | 162 | 188 |
Avg Bars in Losers | 78 | 70 | 90 | 78 | 70 | 90 |
Bars Traded | 9194 | 3986 | 5208 | 9194 | 3986 | 5208 |
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 | -61060 | 493986 | -121123 | -260449 | -36896 | -580059 |
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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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