Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290029.6991 | 1156356.4437 | 133673.2554 | 944737.4011 | -1742728.1133 | 2687465.5145 |
Total P&L (%) | 1290.0297 | 1156.3564 | 133.6733 | 944.7374 | -1742.7281 | 2687.4655 |
Avg Daily Profit (%) | 0.5431 | 0.4868 | 0.0563 | 0.0988 | 0 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139218 | -111683 | -77281 | -7548078 | -7367799 | -4154654 |
Profit Factor | 3.1344 | 4.8352 | 1.4413 | 1.0496 | 0.836 | 1.3198 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 |
Ratio Avg Win / Avg Loss | 5.5454 | 8.5546 | 2.55 | 1.8571 | 1.4791 | 2.335 |
Largest Winning Trade | 904250 | 904250 | 66254 | 4090801 | 4090801 | 2177080 |
Largest Losing Trade | -40256 | -40256 | -37963 | -3459147 | -3459147 | -1627487 |
Avg Bars in Trades | 128 | 107 | 149 | 128 | 107 | 149 |
Avg Bars in Winners | 259 | 195 | 323 | 259 | 195 | 323 |
Avg Bars in Losers | 54 | 58 | 51 | 54 | 58 | 51 |
Bars Traded | 9273 | 3878 | 5395 | 9273 | 3878 | 5395 |
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 | -72219 | 459347 | -121121 | -314612 | -584514 | -9566 |
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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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