Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1841268.5069 | 1810958.6771 | 30309.8298 | 560691.6416 | 2312918.0986 | -1752226.457 |
Total P&L (%) | 1841.2685 | 1810.9587 | 30.3098 | 560.6916 | 2312.9181 | -1752.2265 |
Avg Daily Profit (%) | 0.7939 | 0.7808 | 0.0131 | 0.0814 | 0.1374 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192789 | -118222 | -118430 | -3438222 | -2128072 | -2400078 |
Profit Factor | 3.5881 | 6.2762 | 1.0823 | 1.0589 | 1.5342 | 0.6629 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 45.3333 | 39.4737 | 51.3514 | 45.3333 | 39.4737 | 51.3514 |
Ratio Avg Win / Avg Loss | 4.3268 | 9.6235 | 1.0254 | 1.2769 | 2.3524 | 0.628 |
Largest Winning Trade | 1599569 | 1599569 | 83435 | 3425514 | 3425514 | 1355702 |
Largest Losing Trade | -47512 | -40983 | -47512 | -1219453 | -1040652 | -1219453 |
Avg Bars in Trades | 112 | 98 | 127 | 112 | 98 | 127 |
Avg Bars in Winners | 159 | 147 | 170 | 159 | 147 | 170 |
Avg Bars in Losers | 73 | 66 | 83 | 73 | 66 | 83 |
Bars Traded | 8467 | 3741 | 4726 | 8467 | 3741 | 4726 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43218 | 628197 | -308260 | -302680 | -10703 | -580597 |
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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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