Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407198.5006 | 1350434.9975 | 56763.5031 | 313841.9671 | -37754.8915 | 351596.8586 |
Total P&L (%) | 1407.1985 | 1350.435 | 56.7635 | 313.842 | -37.7549 | 351.5969 |
Avg Daily Profit (%) | 0.5977 | 0.5736 | 0.0241 | 0.0603 | -0.0201 | 0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114307 | -76226 | -93861 | -509053 | -530587 | -361083 |
Profit Factor | 3.2888 | 6.2341 | 1.1591 | 1.1522 | 0.962 | 1.3294 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 49.3333 | 44.7368 | 54.0541 | 49.3333 | 44.7368 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.3777 | 7.701 | 0.9852 | 1.1833 | 1.1884 | 1.13 |
Largest Winning Trade | 1327056 | 1327056 | 63656 | 356479 | 356479 | 251801 |
Largest Losing Trade | -44025 | -39447 | -44025 | -238953 | -238953 | -221584 |
Avg Bars in Trades | 88 | 76 | 100 | 88 | 76 | 100 |
Avg Bars in Winners | 110 | 103 | 117 | 110 | 103 | 117 |
Avg Bars in Losers | 66 | 54 | 80 | 66 | 54 | 80 |
Bars Traded | 6616 | 2895 | 3721 | 6616 | 2895 | 3721 |
Profit Streak | 0 | 0 | 69.8133 | 0 | 0 | 69.8133 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43812 | 638114 | -207652 | -227009 | -581145 | -106044 |
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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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