Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841972.2966 | 696753.9424 | 145218.3542 | 1286947.6147 | 91267.6128 | 1195680.0019 |
Total P&L (%) | 841.9723 | 696.7539 | 145.2184 | 1286.9476 | 91.2676 | 1195.68 |
Avg Daily Profit (%) | 0.354 | 0.2929 | 0.0611 | 0.1106 | 0.0273 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115156 | -71876 | -88629 | -3887702 | -2353280 | -2267129 |
Profit Factor | 2.1726 | 2.9646 | 1.3996 | 1.1042 | 1.0131 | 1.2218 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.0959 | 40.5405 | 41.6667 | 41.0959 | 40.5405 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.114 | 4.3481 | 1.9594 | 1.5827 | 1.4859 | 1.7106 |
Largest Winning Trade | 214868 | 214868 | 66196 | 2612518 | 2612518 | 1007238 |
Largest Losing Trade | -63709 | -63709 | -47762 | -1372708 | -1163755 | -1372708 |
Avg Bars in Trades | 95 | 119 | 70 | 95 | 119 | 70 |
Avg Bars in Winners | 128 | 135 | 122 | 128 | 135 | 122 |
Avg Bars in Losers | 71 | 107 | 33 | 71 | 107 | 33 |
Bars Traded | 6951 | 4410 | 2541 | 6951 | 4410 | 2541 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66253 | 389534 | -112845 | -229463 | -366234 | -51249 |
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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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