Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1553678.9369 | 1550724.463 | 2954.4739 | 768.3611 | -124802.9617 | 125571.3228 |
Total P&L (%) | 1553.6789 | 1550.7245 | 2.9545 | 0.7684 | -124.803 | 125.5713 |
Avg Daily Profit (%) | 0.6578 | 0.6565 | 0.0013 | 0.0003 | 0 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132784 | -105787 | -113670 | -489743 | -462291 | -166608 |
Profit Factor | 3.2283 | 5.5243 | 1.0083 | 1.0005 | 0.8608 | 1.1882 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 42.4658 | 37.8378 | 47.2222 | 42.4658 | 37.8378 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.3739 | 9.0757 | 1.127 | 1.3555 | 1.4142 | 1.328 |
Largest Winning Trade | 1590459 | 1590459 | 66393 | 254745 | 254745 | 162467 |
Largest Losing Trade | -63654 | -33769 | -63654 | -178754 | -178754 | -114874 |
Avg Bars in Trades | 90 | 80 | 101 | 90 | 80 | 101 |
Avg Bars in Winners | 129 | 117 | 138 | 129 | 117 | 138 |
Avg Bars in Losers | 62 | 57 | 69 | 62 | 57 | 69 |
Bars Traded | 6638 | 2969 | 3669 | 6638 | 2969 | 3669 |
Profit Streak | 0 | 0 | 81.2734 | 0 | 0 | 81.2734 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61086 | 554216 | -568800 | -657346 | -583835 | -160946 |
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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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