Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1669225.3763 | 1467749.4165 | 201475.9599 | 4335625.3278 | -1274867.7935 | 5610493.1213 |
Total P&L (%) | 1669.2254 | 1467.7494 | 201.476 | 4335.6253 | -1274.8678 | 5610.4931 |
Avg Daily Profit (%) | 0.7052 | 0.62 | 0.0851 | 0.1603 | 0 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108438 | -70649 | -103392 | -3851296 | -3806432 | -1240479 |
Profit Factor | 4.1538 | 6.163 | 1.8224 | 1.4104 | 0.8178 | 2.5726 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.0556 | 33.3333 | 52.7778 | 43.0556 | 33.3333 | 52.7778 |
Ratio Avg Win / Avg Loss | 5.4938 | 12.3259 | 1.6306 | 1.8654 | 1.6356 | 2.3018 |
Largest Winning Trade | 1343326 | 1343326 | 66027 | 3295612 | 1872136 | 3295612 |
Largest Losing Trade | -38713 | -26392 | -38713 | -1092075 | -1092075 | -988892 |
Avg Bars in Trades | 191 | 165 | 217 | 191 | 165 | 217 |
Avg Bars in Winners | 316 | 285 | 335 | 316 | 285 | 335 |
Avg Bars in Losers | 97 | 105 | 86 | 97 | 105 | 86 |
Bars Traded | 13806 | 5961 | 7845 | 13806 | 5961 | 7845 |
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 | -66948 | 492212 | -75506 | -76909 | -584483 | 469917 |
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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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