Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804080.2923 | 596728.1548 | 207352.1375 | 4537837.6816 | -2030444.3076 | 6568281.9892 |
Total P&L (%) | 804.0803 | 596.7282 | 207.3521 | 4537.8377 | -2030.4443 | 6568.282 |
Avg Daily Profit (%) | 0.3419 | 0.2538 | 0.0882 | 0.1633 | 0 | 0.1788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101626 | -64650 | -108711 | -7742079 | -5423587 | -3497821 |
Profit Factor | 2.6028 | 3.3307 | 1.8441 | 1.2986 | 0.7698 | 2.03 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 49.2958 | 38.8889 | 60 | 49.2958 | 38.8889 | 60 |
Ratio Avg Win / Avg Loss | 2.6771 | 5.2339 | 1.2294 | 1.3357 | 1.2097 | 1.3534 |
Largest Winning Trade | 289571 | 289571 | 61084 | 4694575 | 3496536 | 4694575 |
Largest Losing Trade | -54176 | -23641 | -54176 | -3020039 | -1740636 | -3020039 |
Avg Bars in Trades | 126 | 91 | 161 | 126 | 91 | 161 |
Avg Bars in Winners | 182 | 130 | 217 | 182 | 130 | 217 |
Avg Bars in Losers | 71 | 66 | 78 | 71 | 66 | 78 |
Bars Traded | 8959 | 3292 | 5667 | 8959 | 3292 | 5667 |
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 | -77337 | 379525 | -71559 | -83752 | -583434 | 428039 |
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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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