Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408725.0765 | 1303347.1316 | 105377.9449 | -20959.1584 | -64481.1683 | 43522.0099 |
Total P&L (%) | 1408.7251 | 1303.3471 | 105.3779 | -20.9592 | -64.4812 | 43.522 |
Avg Daily Profit (%) | 0.597 | 0.5524 | 0.0447 | -0.01 | -0.0439 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224386 | -52466 | -173520 | -145899 | -47933 | -89143 |
Profit Factor | 3.3301 | 5.9014 | 1.3112 | 0.9371 | 0.5965 | 1.2514 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 51.3889 | 41.6667 | 61.1111 | 51.3889 | 41.6667 | 61.1111 |
Ratio Avg Win / Avg Loss | 3.1501 | 8.262 | 0.8344 | 0.8864 | 0.8351 | 0.7963 |
Largest Winning Trade | 1259515 | 1259515 | 63870 | 46976 | 20709 | 46976 |
Largest Losing Trade | -96800 | -31140 | -96800 | -60786 | -41230 | -60786 |
Avg Bars in Trades | 63 | 48 | 78 | 63 | 48 | 78 |
Avg Bars in Winners | 93 | 75 | 106 | 93 | 75 | 106 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 4578 | 1752 | 2826 | 4578 | 1752 | 2826 |
Profit Streak | 0 | 0 | 78.3138 | 0 | 0 | 78.3138 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65799 | 585457 | -131965 | -664375 | -584020 | -173367 |
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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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