Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1927582.2205 | 1809948.1963 | 117634.0242 | 671427.9772 | 1380620.2517 | -709192.2744 |
Total P&L (%) | 1927.5822 | 1809.9482 | 117.634 | 671.428 | 1380.6203 | -709.1923 |
Avg Daily Profit (%) | 0.8089 | 0.7595 | 0.0494 | 0.0858 | 0.1132 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143776 | -137318 | -52113 | -5366123 | -4133064 | -1954132 |
Profit Factor | 3.8634 | 4.9295 | 1.5534 | 1.0444 | 1.1443 | 0.8723 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 47.0588 | 35.2941 | 58.8235 | 47.0588 | 35.2941 | 58.8235 |
Ratio Avg Win / Avg Loss | 4.3464 | 9.0373 | 1.0874 | 1.175 | 2.0979 | 0.6106 |
Largest Winning Trade | 1468288 | 1468288 | 46051 | 4909480 | 4909480 | 700465 |
Largest Losing Trade | -59475 | -59475 | -36876 | -2397584 | -2397584 | -1954132 |
Avg Bars in Trades | 133 | 190 | 75 | 133 | 190 | 75 |
Avg Bars in Winners | 181 | 336 | 88 | 181 | 336 | 88 |
Avg Bars in Losers | 90 | 111 | 57 | 90 | 111 | 57 |
Bars Traded | 9057 | 6492 | 2565 | 9057 | 6492 | 2565 |
Profit Streak | 0 | 0 | 82.6622 | 0 | 0 | 82.6622 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94786 | 533774 | -123670 | -364625 | -107913 | -579093 |
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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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