Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273950.6872 | 1120571.032 | 153379.6551 | 1931106.0307 | -1577412.6483 | 3508518.679 |
Total P&L (%) | 1273.9507 | 1120.571 | 153.3797 | 1931.106 | -1577.4126 | 3508.5187 |
Avg Daily Profit (%) | 0.6117 | 0.538 | 0.0736 | 0.1447 | 0 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89222 | -90864 | -67900 | -3514959 | -4169241 | -1225957 |
Profit Factor | 3.7657 | 5.1894 | 1.7941 | 1.1821 | 0.7767 | 1.9904 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Losing Trades | 42 | 27 | 15 | 42 | 27 | 15 |
Profitability (%) | 44.7368 | 28.9474 | 60.5263 | 44.7368 | 28.9474 | 60.5263 |
Ratio Avg Win / Avg Loss | 4.6518 | 12.7377 | 1.1701 | 1.4602 | 1.9064 | 1.2981 |
Largest Winning Trade | 1050446 | 1050446 | 61681 | 1475489 | 1475489 | 1398357 |
Largest Losing Trade | -35764 | -29976 | -35764 | -1600556 | -1600556 | -537306 |
Avg Bars in Trades | 320 | 273 | 367 | 320 | 273 | 367 |
Avg Bars in Winners | 538 | 586 | 515 | 538 | 586 | 515 |
Avg Bars in Losers | 145 | 146 | 142 | 145 | 146 | 142 |
Bars Traded | 24390 | 10407 | 13983 | 24390 | 10407 | 13983 |
Profit Streak | 0 | 0 | 23.7239 | 0 | 0 | 23.7239 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37378 | 232442 | -90397 | -75549 | -590404 | 446203 |
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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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