Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035728.135 | 947961.0821 | 87767.0529 | 681698.0794 | -28996.468 | 710694.5473 |
Total P&L (%) | 1035.7281 | 947.9611 | 87.7671 | 681.6981 | -28.9965 | 710.6945 |
Avg Daily Profit (%) | 0.4379 | 0.4008 | 0.0371 | 0.087 | -0.0145 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98894 | -59882 | -65858 | -379854 | -373970 | -132262 |
Profit Factor | 3.1983 | 5.4442 | 1.3404 | 1.4725 | 0.9677 | 2.3008 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 49.3151 | 45.9459 | 52.7778 | 49.3151 | 45.9459 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.2871 | 6.4049 | 1.1993 | 1.5134 | 1.1384 | 2.0586 |
Largest Winning Trade | 894266 | 894266 | 58011 | 379542 | 221432 | 379542 |
Largest Losing Trade | -62668 | -28323 | -62668 | -221068 | -221068 | -132262 |
Avg Bars in Trades | 58 | 40 | 76 | 58 | 40 | 76 |
Avg Bars in Winners | 85 | 57 | 110 | 85 | 57 | 110 |
Avg Bars in Losers | 32 | 26 | 39 | 32 | 26 | 39 |
Bars Traded | 4257 | 1499 | 2758 | 4257 | 1499 | 2758 |
Profit Streak | 52.7566 | 52.7566 | 53.7566 | 52.7566 | 52.7567 | 53.7566 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59373 | 607210 | -142073 | -149718 | -580119 | -69053 |
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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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