Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105940.5937 | 1144572.2904 | -38631.6967 | -125592.4101 | 376482.9582 | -502075.3683 |
Total P&L (%) | 1105.9406 | 1144.5723 | -38.6317 | -125.5924 | 376.483 | -502.0754 |
Avg Daily Profit (%) | 0.4702 | 0.4866 | -0.0164 | 0 | 0.0664 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172018 | -124568 | -201875 | -555851 | -91634 | -538104 |
Profit Factor | 2.6179 | 5.7006 | 0.9122 | 0.8635 | 2.9885 | 0.3129 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 16 | 19 | 40 | 25 | 15 |
Losing Trades | 38 | 21 | 17 | 33 | 12 | 21 |
Profitability (%) | 47.9452 | 43.2432 | 52.7778 | 54.7945 | 67.5676 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.8423 | 7.4821 | 0.8162 | 0.7124 | 1.4345 | 0.438 |
Largest Winning Trade | 1198314 | 1198314 | 61009 | 335291 | 335291 | 113879 |
Largest Losing Trade | -110201 | -25153 | -110201 | -480647 | -91634 | -480647 |
Avg Bars in Trades | 59 | 48 | 71 | 59 | 48 | 71 |
Avg Bars in Winners | 68 | 48 | 85 | 51 | 44 | 62 |
Avg Bars in Losers | 51 | 48 | 55 | 69 | 56 | 77 |
Bars Traded | 4345 | 1787 | 2558 | 4345 | 1787 | 2558 |
Profit Streak | 0 | 0 | 64.6429 | 38.1429 | 135.1429 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61736 | 582271 | -579861 | -655610 | -96039 | -584020 |
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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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