Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634764.3098 | 528458.2185 | 106306.0913 | 386764.5137 | -1537485.2643 | 1924249.778 |
Total P&L (%) | 634.7643 | 528.4582 | 106.3061 | 386.7645 | -1537.4853 | 1924.2498 |
Avg Daily Profit (%) | 0.321 | 0.2672 | 0.0538 | 0.0801 | 0 | 0.1522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165967 | -140351 | -73490 | -4161085 | -3922712 | -597818 |
Profit Factor | 1.9985 | 2.2804 | 1.4767 | 1.048 | 0.7655 | 2.2764 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 52.1739 | 51.4286 | 52.9412 | 52.1739 | 51.4286 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8319 | 2.1537 | 1.3126 | 0.9606 | 0.723 | 2.0235 |
Largest Winning Trade | 175725 | 175725 | 56957 | 1775000 | 1775000 | 1586323 |
Largest Losing Trade | -68936 | -61032 | -68936 | -2667993 | -2667993 | -542332 |
Avg Bars in Trades | 55 | 63 | 46 | 55 | 63 | 46 |
Avg Bars in Winners | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Losers | 47 | 64 | 29 | 47 | 64 | 29 |
Bars Traded | 3795 | 2209 | 1586 | 3795 | 2209 | 1586 |
Profit Streak | 0 | 0 | 660.1068 | 0 | 0 | 660.1068 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92848 | 472654 | -118643 | -361211 | -580602 | 478241 |
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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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