Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061039.5116 | 871483.5519 | 189555.9597 | 3299745.7602 | -118549.7398 | 3418295.5 |
Total P&L (%) | 1061.0395 | 871.4836 | 189.556 | 3299.7458 | -118.5497 | 3418.2955 |
Avg Daily Profit (%) | 0.4459 | 0.3662 | 0.0797 | 0.1483 | 0 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83126 | -65754 | -73215 | -5176077 | -5533347 | -3437675 |
Profit Factor | 2.5676 | 3.2805 | 1.6432 | 1.1361 | 0.9922 | 1.3798 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.0207 | 3.8594 | 1.9332 | 1.3365 | 1.1673 | 1.6233 |
Largest Winning Trade | 421796 | 421796 | 61909 | 4548623 | 4548623 | 1976310 |
Largest Losing Trade | -57781 | -57781 | -46176 | -2620176 | -2620176 | -2324259 |
Avg Bars in Trades | 92 | 107 | 77 | 92 | 107 | 77 |
Avg Bars in Winners | 129 | 138 | 121 | 129 | 138 | 121 |
Avg Bars in Losers | 60 | 81 | 40 | 60 | 81 | 40 |
Bars Traded | 6839 | 3972 | 2867 | 6839 | 3972 | 2867 |
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 | -55319 | 509711 | -85057 | -135885 | -580682 | 265326 |
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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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