Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707041.5867 | 360964.3084 | 346077.2783 | 17450444.008 | 11184752.5871 | 6265691.4208 |
Total P&L (%) | 707.0416 | 360.9643 | 346.0773 | 17450.444 | 11184.7526 | 6265.6914 |
Avg Daily Profit (%) | 0.695 | 0.3548 | 0.3402 | 0.5093 | 0.4656 | 0.4091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59026 | -47910 | -36996 | -1675202 | -876032 | -1298537 |
Profit Factor | 3.3713 | 2.8232 | 4.4544 | 4.2796 | 4.778 | 3.6545 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 65.3333 | 55.2632 | 75.6757 | 65.3333 | 55.2632 | 75.6757 |
Ratio Avg Win / Avg Loss | 1.7888 | 2.2854 | 1.4318 | 2.2708 | 3.8679 | 1.1747 |
Largest Winning Trade | 97657 | 97657 | 50195 | 6421809 | 6421809 | 3462848 |
Largest Losing Trade | -36996 | -35406 | -36996 | -1298537 | -681712 | -1298537 |
Avg Bars in Trades | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Winners | 73 | 66 | 79 | 73 | 66 | 79 |
Avg Bars in Losers | 77 | 76 | 80 | 77 | 76 | 80 |
Bars Traded | 5648 | 2694 | 2955 | 5648 | 2694 | 2955 |
Profit Streak | 0 | 0 | 139.6543 | 0 | 0 | 139.6543 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40297 | 541022 | 715800 | -41064 | 670880 | 730890 |
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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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