Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168514.4911 | 1076589.4713 | 91925.0198 | 400285.9 | -1512607.5135 | 1912893.4136 |
Total P&L (%) | 1168.5145 | 1076.5895 | 91.925 | 400.2859 | -1512.6075 | 1912.8934 |
Avg Daily Profit (%) | 0.4946 | 0.4557 | 0.0389 | 0.0682 | 0 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191581 | -189654 | -56975 | -10445427 | -7939058 | -2636879 |
Profit Factor | 3.0818 | 4.2469 | 1.4002 | 1.0246 | 0.8483 | 1.3028 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.2055 | 41.6667 | 48.6486 | 45.2055 | 41.6667 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.7356 | 5.9457 | 1.478 | 1.2419 | 1.1877 | 1.3751 |
Largest Winning Trade | 1046500 | 1046500 | 38280 | 2256507 | 2256507 | 1990054 |
Largest Losing Trade | -58601 | -58601 | -40480 | -4378446 | -4378446 | -2431178 |
Avg Bars in Trades | 184 | 282 | 89 | 184 | 282 | 89 |
Avg Bars in Winners | 273 | 425 | 146 | 273 | 425 | 146 |
Avg Bars in Losers | 111 | 180 | 35 | 111 | 180 | 35 |
Bars Traded | 13490 | 10178 | 3312 | 13490 | 10178 | 3312 |
Profit Streak | 29.7299 | 0 | 84.2299 | 29.7299 | 0 | 84.2299 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61158 | 512028 | -140192 | -373012 | -582354 | -22709 |
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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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