Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2095973.5108 | 1923697.9666 | 172275.5442 | 7569490.0762 | -2227661.8044 | 9797151.8806 |
Total P&L (%) | 2095.9735 | 1923.698 | 172.2755 | 7569.4901 | -2227.6618 | 9797.1519 |
Avg Daily Profit (%) | 1.1343 | 1.0411 | 0.0932 | 0.2351 | 0 | 0.249 |
Buy And Hold Return (%) | 67.0225 | 67.0225 | 67.0225 | 67.0225 | 67.0225 | 67.0225 |
Max Trade Drawdown | -73511 | -67054 | -37172 | -11631845 | -8825426 | -5157471 |
Profit Factor | 8.1254 | 12.0119 | 2.4421 | 1.2309 | 0.8776 | 1.6718 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 39.4366 | 30.5556 | 48.5714 | 39.4366 | 30.5556 | 48.5714 |
Ratio Avg Win / Avg Loss | 12.4784 | 27.2997 | 2.5858 | 1.8902 | 1.9946 | 1.7702 |
Largest Winning Trade | 1802105 | 1802105 | 62705 | 5651209 | 5651209 | 5237887 |
Largest Losing Trade | -31965 | -17417 | -31965 | -4848115 | -2760331 | -4848115 |
Avg Bars in Trades | 97 | 75 | 121 | 97 | 75 | 121 |
Avg Bars in Winners | 183 | 171 | 192 | 183 | 171 | 192 |
Avg Bars in Losers | 41 | 32 | 54 | 41 | 32 | 54 |
Bars Traded | 6940 | 2701 | 4239 | 6940 | 2701 | 4239 |
Profit Streak | 37.9947 | 37.9947 | 38.7447 | 37.9947 | 37.9947 | 38.7447 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72412 | 535859 | -67351 | -85286 | -585018 | 417754 |
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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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