Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2143241.6737 | 2035825.0595 | 107416.6142 | 2261084.6293 | 2329557.0202 | -68472.3908 |
Total P&L (%) | 2143.2417 | 2035.8251 | 107.4166 | 2261.0846 | 2329.557 | -68.4724 |
Avg Daily Profit (%) | 0.9258 | 0.8794 | 0.0464 | 0.1367 | 0.1379 | -0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141335 | -104606 | -134421 | -21989699 | -14543843 | -17012617 |
Profit Factor | 4.7512 | 8.3775 | 1.3636 | 1.0474 | 1.1096 | 0.9974 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 49.2958 | 47.2222 | 51.4286 | 49.2958 | 47.2222 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.887 | 9.3631 | 1.2879 | 1.0773 | 1.2401 | 0.942 |
Largest Winning Trade | 1762655 | 1762655 | 80480 | 10469730 | 10469730 | 8316121 |
Largest Losing Trade | -76645 | -29290 | -76645 | -5533704 | -4037263 | -5533704 |
Avg Bars in Trades | 119 | 107 | 131 | 119 | 107 | 131 |
Avg Bars in Winners | 155 | 140 | 170 | 155 | 140 | 170 |
Avg Bars in Losers | 83 | 78 | 89 | 83 | 78 | 89 |
Bars Traded | 8455 | 3865 | 4590 | 8455 | 3865 | 4590 |
Profit Streak | 0 | 0 | 74.568 | 0 | 0 | 74.568 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70663 | 744508 | -129733 | -270140 | -109570 | -580044 |
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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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