Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1774571.8144 | 1578169.8122 | 196402.0022 | 3167048.8798 | -542402.8835 | 3709451.7634 |
Total P&L (%) | 1774.5718 | 1578.1698 | 196.402 | 3167.0489 | -542.4029 | 3709.4518 |
Avg Daily Profit (%) | 0.7512 | 0.6681 | 0.0831 | 0.1477 | 0 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72764 | -69704 | -69434 | -3253128 | -3714425 | -1654612 |
Profit Factor | 4.6093 | 7.297 | 1.8148 | 1.2712 | 0.926 | 1.8536 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.7313 | 50 | 57.5758 | 53.7313 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.9691 | 7.297 | 1.3372 | 1.0947 | 0.926 | 1.3658 |
Largest Winning Trade | 1544547 | 1544547 | 61410 | 2249113 | 2249113 | 1690226 |
Largest Losing Trade | -33004 | -31249 | -33004 | -1681639 | -1681639 | -1048450 |
Avg Bars in Trades | 138 | 107 | 170 | 138 | 107 | 170 |
Avg Bars in Winners | 194 | 156 | 228 | 194 | 156 | 228 |
Avg Bars in Losers | 72 | 57 | 90 | 72 | 57 | 90 |
Bars Traded | 9254 | 3638 | 5616 | 9254 | 3638 | 5616 |
Profit Streak | 0 | 0 | 78.2833 | 0 | 0 | 78.2833 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100258 | 739781 | -78103 | -116064 | -580795 | 416451 |
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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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