Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528463.8822 | 1444819.1006 | 83644.7816 | 194523.2027 | -341388.7013 | 535911.904 |
Total P&L (%) | 1528.4639 | 1444.8191 | 83.6448 | 194.5232 | -341.3887 | 535.9119 |
Avg Daily Profit (%) | 0.65 | 0.6144 | 0.0356 | 0.0459 | 0 | 0.0787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173399 | -118252 | -139567 | -688937 | -841478 | -186107 |
Profit Factor | 3.5687 | 5.7497 | 1.2876 | 1.1074 | 0.7001 | 1.7967 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 45.5882 | 32.3529 | 58.8235 | 45.5882 | 32.3529 | 58.8235 |
Ratio Avg Win / Avg Loss | 4.2594 | 12.022 | 0.9013 | 1.3217 | 1.4639 | 1.2577 |
Largest Winning Trade | 1452073 | 1452073 | 65788 | 316984 | 271300 | 316984 |
Largest Losing Trade | -75076 | -30933 | -75076 | -210990 | -210990 | -150960 |
Avg Bars in Trades | 134 | 113 | 155 | 134 | 113 | 155 |
Avg Bars in Winners | 200 | 191 | 205 | 200 | 191 | 205 |
Avg Bars in Losers | 79 | 76 | 85 | 79 | 76 | 85 |
Bars Traded | 9169 | 3873 | 5296 | 9169 | 3873 | 5296 |
Profit Streak | 0 | 0 | 75.7254 | 0 | 0 | 75.7254 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96864 | 469604 | -145352 | -349415 | -585991 | -83476 |
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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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