Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338419.5523 | 1148397.7995 | 190021.7528 | 77030.3666 | -36270.4383 | 113300.8049 |
Total P&L (%) | 1338.4196 | 1148.3978 | 190.0218 | 77.0304 | -36.2704 | 113.3008 |
Avg Daily Profit (%) | 0.567 | 0.4865 | 0.0805 | 0.0242 | -0.0191 | 0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166880 | -54189 | -146449 | -169186 | -89087 | -86839 |
Profit Factor | 3.9498 | 6.4784 | 1.7784 | 1.2821 | 0.78 | 2.0465 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 52 | 44.7368 | 59.4595 | 52 | 44.7368 | 59.4595 |
Ratio Avg Win / Avg Loss | 3.6459 | 8.0027 | 1.2126 | 1.1834 | 0.9635 | 1.3953 |
Largest Winning Trade | 1055909 | 1055909 | 55248 | 65486 | 45545 | 65486 |
Largest Losing Trade | -98440 | -52378 | -98440 | -89074 | -89074 | -79720 |
Avg Bars in Trades | 61 | 42 | 80 | 61 | 42 | 80 |
Avg Bars in Winners | 95 | 66 | 117 | 95 | 66 | 117 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 4617 | 1632 | 2985 | 4617 | 1632 | 2985 |
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 | -42818 | 611317 | -81978 | -221585 | -582811 | -145999 |
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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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