Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375958.1658 | 1227642.3155 | 148315.8503 | 1140071.0438 | -224037.8516 | 1364108.8954 |
Total P&L (%) | 1375.9582 | 1227.6423 | 148.3159 | 1140.071 | -224.0379 | 1364.1089 |
Avg Daily Profit (%) | 0.5778 | 0.5155 | 0.0623 | 0.1058 | 0 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117302 | -74559 | -77468 | -6194289 | -3773658 | -3944788 |
Profit Factor | 2.8922 | 3.9192 | 1.4837 | 1.0639 | 0.9801 | 1.2066 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.452 | 4.9643 | 1.6691 | 1.2698 | 1.2414 | 1.3574 |
Largest Winning Trade | 789518 | 789518 | 65717 | 4006794 | 4006794 | 1962362 |
Largest Losing Trade | -61112 | -48137 | -61112 | -1998722 | -1998722 | -1760301 |
Avg Bars in Trades | 100 | 121 | 80 | 100 | 121 | 80 |
Avg Bars in Winners | 140 | 157 | 124 | 140 | 157 | 124 |
Avg Bars in Losers | 67 | 92 | 40 | 67 | 92 | 40 |
Bars Traded | 6847 | 4119 | 2728 | 6847 | 4119 | 2728 |
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 | -98704 | 555556 | -108605 | -317060 | -581416 | -43681 |
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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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