Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2752853.5395 | 2566169.4645 | 186684.075 | 8709878.207 | 1875106.7361 | 6834771.4709 |
Total P&L (%) | 2752.8535 | 2566.1695 | 186.6841 | 8709.8782 | 1875.1067 | 6834.7715 |
Avg Daily Profit (%) | 1.1929 | 1.112 | 0.0809 | 0.1943 | 0.1294 | 0.1839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142446 | -83181 | -96793 | -10714334 | -8365235 | -4531277 |
Profit Factor | 5.3549 | 8.4197 | 1.6521 | 1.2793 | 1.099 | 1.5582 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 42.2535 | 33.3333 | 51.4286 | 42.2535 | 33.3333 | 51.4286 |
Ratio Avg Win / Avg Loss | 7.3184 | 16.8394 | 1.5603 | 1.7484 | 2.198 | 1.4716 |
Largest Winning Trade | 2208037 | 2208037 | 79193 | 5781282 | 5781282 | 4776113 |
Largest Losing Trade | -41768 | -41768 | -41682 | -3192123 | -3192123 | -2081430 |
Avg Bars in Trades | 125 | 110 | 140 | 125 | 110 | 140 |
Avg Bars in Winners | 212 | 207 | 215 | 212 | 207 | 215 |
Avg Bars in Losers | 61 | 62 | 61 | 61 | 62 | 61 |
Bars Traded | 8900 | 3979 | 4921 | 8900 | 3979 | 4921 |
Profit Streak | 0 | 0 | 34.9481 | 0 | 0 | 34.9481 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72727 | 557332 | -81100 | -85233 | -136913 | 370057 |
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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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