Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695554.0523 | 1508301.4754 | 187252.5769 | 3691092.7327 | 4857706.4237 | -1166613.6909 |
Total P&L (%) | 1695.5541 | 1508.3015 | 187.2526 | 3691.0927 | 4857.7064 | -1166.6137 |
Avg Daily Profit (%) | 0.7115 | 0.6329 | 0.0786 | 0.1527 | 0.1639 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122455 | -90325 | -64510 | -15449560 | -10885890 | -9492765 |
Profit Factor | 3.5128 | 5.2679 | 1.5827 | 1.0799 | 1.2145 | 0.9505 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.0959 | 35.1351 | 47.2222 | 41.0959 | 35.1351 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.035 | 9.7254 | 1.7689 | 1.5478 | 2.2422 | 1.0623 |
Largest Winning Trade | 943089 | 943089 | 66766 | 11447724 | 11447724 | 4374383 |
Largest Losing Trade | -52495 | -45545 | -52495 | -8153325 | -3360479 | -8153325 |
Avg Bars in Trades | 127 | 106 | 148 | 127 | 106 | 148 |
Avg Bars in Winners | 236 | 209 | 257 | 236 | 209 | 257 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 9272 | 3930 | 5342 | 9272 | 3930 | 5342 |
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 | -60626 | 502352 | -86194 | -203665 | 94572 | -580193 |
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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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