Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015963.4121 | 951367.7616 | 64595.6505 | 1182952.6615 | 3924518.0821 | -2741565.4206 |
Total P&L (%) | 1015.9634 | 951.3678 | 64.5957 | 1182.9527 | 3924.5181 | -2741.5654 |
Avg Daily Profit (%) | 0.4376 | 0.4097 | 0.0278 | 0.11 | 0.1593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111614 | -117484 | -103721 | -6830677 | -2781145 | -6052942 |
Profit Factor | 2.5393 | 4.3313 | 1.1725 | 1.0818 | 1.6993 | 0.69 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.9275 | 48.5714 | 41.1765 | 44.9275 | 48.5714 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.1127 | 4.5861 | 1.675 | 1.3261 | 1.7993 | 0.9857 |
Largest Winning Trade | 402103 | 402103 | 76665 | 4122520 | 4122520 | 2348158 |
Largest Losing Trade | -60132 | -43440 | -60132 | -3398225 | -1436973 | -3398225 |
Avg Bars in Trades | 178 | 101 | 258 | 178 | 101 | 258 |
Avg Bars in Winners | 284 | 152 | 444 | 284 | 152 | 444 |
Avg Bars in Losers | 93 | 53 | 128 | 93 | 53 | 128 |
Bars Traded | 12347 | 3557 | 8790 | 12347 | 3557 | 8790 |
Profit Streak | 0 | 0 | 148.38 | 0 | 0 | 148.38 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93340 | 596513 | -188595 | -284530 | 372395 | -583653 |
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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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