Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2134462.3571 | 2027765.079 | 106697.2782 | 3955069.2413 | 3284491.7079 | 670577.5333 |
Total P&L (%) | 2134.4624 | 2027.7651 | 106.6973 | 3955.0692 | 3284.4917 | 670.5775 |
Avg Daily Profit (%) | 0.9244 | 0.8782 | 0.0462 | 0.1605 | 0.1526 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112311 | -122378 | -63022 | -7607126 | -5690193 | -2898861 |
Profit Factor | 4.5428 | 7.3071 | 1.3797 | 1.1915 | 1.2818 | 1.0745 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.8919 | 40.5405 | 43.2432 | 41.8919 | 40.5405 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.3013 | 10.7171 | 1.8109 | 1.6527 | 1.88 | 1.4103 |
Largest Winning Trade | 1729350 | 1729350 | 84188 | 3247506 | 3247506 | 1901067 |
Largest Losing Trade | -43747 | -31695 | -43747 | -2898861 | -2534796 | -2898861 |
Avg Bars in Trades | 87 | 75 | 99 | 87 | 75 | 99 |
Avg Bars in Winners | 133 | 118 | 148 | 133 | 118 | 148 |
Avg Bars in Losers | 54 | 46 | 62 | 54 | 46 | 62 |
Bars Traded | 6481 | 2806 | 3675 | 6481 | 2806 | 3675 |
Profit Streak | 0 | 52.9478 | 0 | 0 | 52.9478 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51197 | 671472 | -132134 | -73033 | 201847 | -215642 |
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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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