Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057946.7063 | 1028147.6081 | 29799.0983 | 357154.7829 | 250433.5133 | 106721.2696 |
Total P&L (%) | 1057.9467 | 1028.1476 | 29.7991 | 357.1548 | 250.4335 | 106.7213 |
Avg Daily Profit (%) | 0.4584 | 0.4455 | 0.0129 | 0.0659 | 0.0544 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221036 | -217842 | -23460 | -6700353 | -6705987 | -896562 |
Profit Factor | 2.8973 | 3.0323 | 1.5764 | 1.0295 | 1.0226 | 1.1047 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 56.338 | 51.4286 | 61.1111 | 56.338 | 51.4286 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.2454 | 2.8638 | 1.0032 | 0.7978 | 0.9658 | 0.703 |
Largest Winning Trade | 597468 | 597468 | 14215 | 3659279 | 3659279 | 417416 |
Largest Losing Trade | -67861 | -67861 | -13105 | -3603990 | -3603990 | -497998 |
Avg Bars in Trades | 114 | 229 | 2 | 114 | 229 | 2 |
Avg Bars in Winners | 79 | 173 | 2 | 79 | 173 | 2 |
Avg Bars in Losers | 159 | 288 | 3 | 159 | 288 | 3 |
Bars Traded | 8124 | 8019 | 105 | 8124 | 8019 | 105 |
Profit Streak | 87.3266 | 87.3266 | 363.8266 | 87.3266 | 87.3266 | 363.8266 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73037 | 599845 | -173867 | -383557 | -316976 | -254790 |
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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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