Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469425.2707 | 1249538.9634 | 219886.3073 | 5930523.7568 | -2133838.214 | 8064361.9708 |
Total P&L (%) | 1469.4253 | 1249.539 | 219.8863 | 5930.5238 | -2133.8382 | 8064.362 |
Avg Daily Profit (%) | 0.6228 | 0.5296 | 0.0932 | 0.1739 | 0 | 0.1868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107281 | -75785 | -104179 | -7428397 | -5719563 | -2734052 |
Profit Factor | 4.2049 | 5.8431 | 2.0967 | 1.4471 | 0.7634 | 2.8994 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 48.5714 | 37.1429 | 60 | 48.5714 | 37.1429 | 60 |
Ratio Avg Win / Avg Loss | 4.4522 | 9.8884 | 1.3978 | 1.5322 | 1.2919 | 1.9329 |
Largest Winning Trade | 1098156 | 1098156 | 64305 | 3205327 | 2362794 | 3205327 |
Largest Losing Trade | -52284 | -26230 | -52284 | -2402635 | -2402635 | -781689 |
Avg Bars in Trades | 131 | 113 | 149 | 131 | 113 | 149 |
Avg Bars in Winners | 201 | 194 | 205 | 201 | 194 | 205 |
Avg Bars in Losers | 64 | 64 | 64 | 64 | 64 | 64 |
Bars Traded | 9190 | 3961 | 5229 | 9190 | 3961 | 5229 |
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 | -80469 | 513313 | -64374 | -89424 | -584121 | 530900 |
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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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