Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1974817.2186 | 1876148.4799 | 98668.7388 | 2621940.045 | 1307127.6608 | 1314812.3842 |
Total P&L (%) | 1974.8172 | 1876.1485 | 98.6687 | 2621.94 | 1307.1277 | 1314.8124 |
Avg Daily Profit (%) | 0.8531 | 0.8104 | 0.0426 | 0.1428 | 0.1143 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84447 | -57665 | -54992 | -3864059 | -2181497 | -2661062 |
Profit Factor | 5.0509 | 9.8846 | 1.3571 | 1.2045 | 1.2292 | 1.1847 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 43.8356 | 43.2432 | 44.4444 | 43.8356 | 43.2432 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.4715 | 12.9736 | 1.6963 | 1.5433 | 1.6134 | 1.4809 |
Largest Winning Trade | 1744419 | 1744419 | 81463 | 1710776 | 1275942 | 1710776 |
Largest Losing Trade | -51413 | -25974 | -51413 | -1456158 | -1343578 | -1456158 |
Avg Bars in Trades | 58 | 41 | 74 | 58 | 41 | 74 |
Avg Bars in Winners | 94 | 76 | 111 | 94 | 76 | 111 |
Avg Bars in Losers | 30 | 15 | 45 | 30 | 15 | 45 |
Bars Traded | 4243 | 1545 | 2698 | 4243 | 1545 | 2698 |
Profit Streak | 0 | 0 | 16.0874 | 0 | 0 | 16.0874 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57630 | 686920 | -136019 | -80026 | -41871 | -58662 |
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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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