Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575962.1901 | 1463447.5839 | 112514.6062 | 1171514.9863 | -142256.1695 | 1313771.1558 |
Total P&L (%) | 1575.9622 | 1463.4476 | 112.5146 | 1171.515 | -142.2562 | 1313.7712 |
Avg Daily Profit (%) | 0.6671 | 0.6195 | 0.0476 | 0.1077 | 0 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156030 | -46108 | -152193 | -901858 | -821810 | -637755 |
Profit Factor | 4.1786 | 6.7563 | 1.4658 | 1.4646 | 0.9029 | 2.2439 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 36.9863 | 32.4324 | 41.6667 | 36.9863 | 32.4324 | 41.6667 |
Ratio Avg Win / Avg Loss | 7.1191 | 14.0756 | 2.0521 | 2.4952 | 1.8811 | 3.1414 |
Largest Winning Trade | 1415238 | 1415238 | 60938 | 648310 | 407957 | 648310 |
Largest Losing Trade | -65156 | -23572 | -65156 | -267124 | -267124 | -231012 |
Avg Bars in Trades | 117 | 87 | 148 | 117 | 87 | 148 |
Avg Bars in Winners | 242 | 187 | 286 | 242 | 187 | 286 |
Avg Bars in Losers | 43 | 39 | 49 | 43 | 39 | 49 |
Bars Traded | 8569 | 3228 | 5341 | 8569 | 3228 | 5341 |
Profit Streak | 0 | 0 | 145.9074 | 0 | 0 | 145.9074 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62115 | 479709 | -128982 | -127925 | -584826 | -40416 |
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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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