Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1762060.6437 | 1667386.4929 | 94674.1508 | 1877456.344 | -422050.9018 | 2299507.2458 |
Total P&L (%) | 1762.0606 | 1667.3865 | 94.6742 | 1877.4563 | -422.0509 | 2299.5072 |
Avg Daily Profit (%) | 0.9475 | 0.8966 | 0.0509 | 0.1606 | 0 | 0.171 |
Buy And Hold Return (%) | 39.7328 | 39.7328 | 39.7328 | 39.7328 | 39.7328 | 39.7328 |
Max Trade Drawdown | -87018 | -91741 | -43409 | -2641108 | -3237855 | -1137460 |
Profit Factor | 5.1439 | 8.1711 | 1.4913 | 1.1731 | 0.9355 | 1.5344 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 39.726 | 35.1351 | 44.4444 | 39.726 | 35.1351 | 44.4444 |
Ratio Avg Win / Avg Loss | 7.8046 | 15.0851 | 1.8641 | 1.7799 | 1.727 | 1.918 |
Largest Winning Trade | 1510252 | 1510252 | 62575 | 1883370 | 1883370 | 1654206 |
Largest Losing Trade | -34098 | -23314 | -34098 | -1137460 | -844492 | -1137460 |
Avg Bars in Trades | 144 | 122 | 168 | 144 | 122 | 168 |
Avg Bars in Winners | 241 | 222 | 256 | 241 | 222 | 256 |
Avg Bars in Losers | 81 | 67 | 97 | 81 | 67 | 97 |
Bars Traded | 10582 | 4514 | 6068 | 10582 | 4514 | 6068 |
Profit Streak | 0 | 0 | 54.6486 | 0 | 0 | 54.6486 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59078 | 576100 | -128501 | -101549 | -583775 | 317422 |
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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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