Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411072.7834 | 1299344.8516 | 111727.9318 | 958467.5426 | -2034009.0101 | 2992476.5527 |
Total P&L (%) | 1411.0728 | 1299.3449 | 111.7279 | 958.4675 | -2034.009 | 2992.4766 |
Avg Daily Profit (%) | 0.592 | 0.5451 | 0.0469 | 0.099 | 0 | 0.1441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229153 | -134313 | -147421 | -15591224 | -12756657 | -8343831 |
Profit Factor | 2.9747 | 4.5928 | 1.3166 | 1.0297 | 0.8901 | 1.2165 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 42.6667 | 36.8421 | 48.6486 | 42.6667 | 36.8421 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.9973 | 7.8734 | 1.3897 | 1.3836 | 1.5258 | 1.284 |
Largest Winning Trade | 779867 | 779867 | 70896 | 8679251 | 8679251 | 6436165 |
Largest Losing Trade | -54077 | -46278 | -54077 | -4802279 | -4802279 | -4430471 |
Avg Bars in Trades | 122 | 107 | 137 | 122 | 107 | 137 |
Avg Bars in Winners | 211 | 213 | 210 | 211 | 213 | 210 |
Avg Bars in Losers | 56 | 46 | 68 | 56 | 46 | 68 |
Bars Traded | 9189 | 4098 | 5091 | 9189 | 4098 | 5091 |
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 | -47060 | 481664 | -130646 | -312392 | -583104 | -1256 |
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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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