Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075319.3944 | 991022.9782 | 84296.4162 | 705909.149 | 470768.502 | 235140.647 |
Total P&L (%) | 1075.3194 | 991.023 | 84.2964 | 705.9091 | 470.7685 | 235.1406 |
Avg Daily Profit (%) | 0.5592 | 0.5154 | 0.0438 | 0.1086 | 0.0906 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130510 | -109036 | -71618 | -1930968 | -1207540 | -1037821 |
Profit Factor | 3.7243 | 5.691 | 1.4595 | 1.1349 | 1.1685 | 1.0965 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 46.4789 | 37.1429 | 55.5556 | 46.4789 | 37.1429 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.2885 | 9.6309 | 1.1676 | 1.3069 | 1.9774 | 0.8772 |
Largest Winning Trade | 999670 | 999670 | 48750 | 1474409 | 1474409 | 567887 |
Largest Losing Trade | -23295 | -23295 | -20873 | -350449 | -350449 | -335144 |
Avg Bars in Trades | 78 | 52 | 104 | 78 | 52 | 104 |
Avg Bars in Winners | 113 | 80 | 135 | 113 | 80 | 135 |
Avg Bars in Losers | 48 | 35 | 65 | 48 | 35 | 65 |
Bars Traded | 5588 | 1835 | 3753 | 5588 | 1835 | 3753 |
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 | -74679 | 504902 | -132581 | -212362 | -111065 | -224281 |
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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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