Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332209.6392 | 1060757.6802 | 271451.959 | 13439706.8477 | 3723893.5585 | 9715813.2892 |
Total P&L (%) | 1332.2096 | 1060.7577 | 271.452 | 13439.7068 | 3723.8936 | 9715.8133 |
Avg Daily Profit (%) | 0.5579 | 0.4442 | 0.1137 | 0.2057 | 0.1527 | 0.1923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53409 | -46994 | -36511 | -3231510 | -2125513 | -2079078 |
Profit Factor | 5.8795 | 7.1139 | 3.7275 | 2.2554 | 1.5535 | 3.4423 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 55.8442 | 48.7179 | 63.1579 | 55.8442 | 48.7179 | 63.1579 |
Ratio Avg Win / Avg Loss | 4.6489 | 7.4884 | 2.1744 | 1.7833 | 1.6353 | 2.008 |
Largest Winning Trade | 962707 | 962707 | 55089 | 3172576 | 2372329 | 3172576 |
Largest Losing Trade | -26280 | -26280 | -23374 | -1671388 | -1671388 | -1430346 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 35 | 22 | 55 | 35 | 22 | 55 |
Bars Traded | 4594 | 1935 | 2659 | 4594 | 1935 | 2659 |
Profit Streak | 0 | 0 | 46.4402 | 0 | 0 | 46.4402 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25705 | 654309 | -31673 | -32862 | 356395 | 621437 |
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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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