Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478983.5936 | 1331131.876 | 147851.7176 | 1131995.3131 | -431879.3211 | 1563874.6343 |
Total P&L (%) | 1478.9836 | 1331.1319 | 147.8517 | 1131.9953 | -431.8793 | 1563.8746 |
Avg Daily Profit (%) | 0.629 | 0.5661 | 0.0629 | 0.1068 | 0 | 0.1196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137666 | -89131 | -148868 | -666316 | -1236272 | -193615 |
Profit Factor | 3.6263 | 5.6172 | 1.538 | 1.3279 | 0.8113 | 2.3451 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 42.6667 | 35.1351 | 50 | 42.6667 | 35.1351 | 50 |
Ratio Avg Win / Avg Loss | 4.8729 | 10.3702 | 1.538 | 1.7844 | 1.4979 | 2.3451 |
Largest Winning Trade | 1271301 | 1271301 | 64724 | 692153 | 443654 | 692153 |
Largest Losing Trade | -60492 | -28265 | -60492 | -425863 | -425863 | -179553 |
Avg Bars in Trades | 122 | 105 | 138 | 122 | 105 | 138 |
Avg Bars in Winners | 193 | 183 | 200 | 193 | 183 | 200 |
Avg Bars in Losers | 69 | 63 | 75 | 69 | 63 | 75 |
Bars Traded | 9159 | 3908 | 5251 | 9159 | 3908 | 5251 |
Profit Streak | 51.8761 | 0 | 76.6261 | 51.8761 | 0 | 76.6261 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45074 | 490998 | -105752 | -112124 | -584886 | -27828 |
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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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