Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016911.2324 | 903802.5395 | 113108.6929 | 1784222.2562 | 750138.6519 | 1034083.6043 |
Total P&L (%) | 1016.9112 | 903.8025 | 113.1087 | 1784.2223 | 750.1387 | 1034.0836 |
Avg Daily Profit (%) | 0.4404 | 0.3914 | 0.049 | 0.1272 | 0.0927 | 0.1052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109896 | -132696 | -120421 | -2313950 | -2726626 | -1803053 |
Profit Factor | 2.5159 | 3.6166 | 1.3476 | 1.1437 | 1.1003 | 1.2092 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50.7246 | 45.7143 | 55.8824 | 50.7246 | 45.7143 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.444 | 4.2947 | 1.0639 | 1.111 | 1.3066 | 0.9547 |
Largest Winning Trade | 347926 | 347926 | 65356 | 1103803 | 1103803 | 1001914 |
Largest Losing Trade | -82632 | -42868 | -82632 | -1313015 | -1086675 | -1313015 |
Avg Bars in Trades | 92 | 89 | 95 | 92 | 89 | 95 |
Avg Bars in Winners | 129 | 123 | 135 | 129 | 123 | 135 |
Avg Bars in Losers | 53 | 60 | 45 | 53 | 60 | 45 |
Bars Traded | 6373 | 3130 | 3243 | 6373 | 3130 | 3243 |
Profit Streak | 0 | 0 | 167.6145 | 0 | 0 | 167.6145 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91017 | 532007 | -125791 | -191137 | -180590 | -52898 |
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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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