Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1883473.7601 | 1889684.4014 | -6210.6413 | -16889.928 | -91049.8541 | 74159.9261 |
Total P&L (%) | 1883.4738 | 1889.6844 | -6.2106 | -16.8899 | -91.0499 | 74.1599 |
Avg Daily Profit (%) | 0.8008 | 0.8034 | -0.0026 | -0.0079 | -0.1026 | 0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157946 | -79379 | -132489 | -201508 | -251869 | -112895 |
Profit Factor | 3.6104 | 6.3294 | 0.9831 | 0.9831 | 0.8379 | 1.1686 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 45.0704 | 41.6667 | 48.5714 | 45.0704 | 41.6667 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.4002 | 8.8611 | 1.0409 | 1.1982 | 1.173 | 1.2373 |
Largest Winning Trade | 1945605 | 1945605 | 61111 | 171737 | 171737 | 84652 |
Largest Losing Trade | -70801 | -40718 | -70801 | -95291 | -95291 | -82231 |
Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
Avg Bars in Winners | 82 | 71 | 91 | 82 | 71 | 91 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 4319 | 1987 | 2332 | 4319 | 1987 | 2332 |
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 | -73252 | 664356 | -579676 | -672305 | -582354 | -197002 |
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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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