Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197571.6894 | 1007802.2702 | 189769.4192 | 2941572.9038 | 702735.7789 | 2238837.1248 |
Total P&L (%) | 1197.5717 | 1007.8023 | 189.7694 | 2941.5729 | 702.7358 | 2238.8371 |
Avg Daily Profit (%) | 0.6465 | 0.544 | 0.1024 | 0.1845 | 0.1125 | 0.1703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90188 | -54892 | -46529 | -4242458 | -2531358 | -2276526 |
Profit Factor | 3.746 | 5.178 | 1.9737 | 1.3086 | 1.1337 | 1.5236 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 48 | 47.3684 | 48.6486 | 48 | 47.3684 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.0582 | 5.7533 | 2.0833 | 1.4177 | 1.2597 | 1.6082 |
Largest Winning Trade | 883100 | 883100 | 56837 | 2463811 | 2463811 | 2305810 |
Largest Losing Trade | -35588 | -35588 | -28290 | -1513934 | -636826 | -1513934 |
Avg Bars in Trades | 94 | 65 | 124 | 94 | 65 | 124 |
Avg Bars in Winners | 138 | 91 | 185 | 138 | 91 | 185 |
Avg Bars in Losers | 54 | 43 | 66 | 54 | 43 | 66 |
Bars Traded | 7110 | 2498 | 4612 | 7110 | 2498 | 4612 |
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 | -43326 | 644157 | -52990 | -54013 | -116828 | 353704 |
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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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