Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1674796.4444 | 1610594.1333 | 64202.3111 | 1804999.3007 | 2065392.811 | -260393.5103 |
Total P&L (%) | 1674.7964 | 1610.5941 | 64.2023 | 1804.9993 | 2065.3928 | -260.3935 |
Avg Daily Profit (%) | 0.7239 | 0.6961 | 0.0277 | 0.1275 | 0.133 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89229 | -49301 | -131316 | -2172126 | -1006107 | -1453473 |
Profit Factor | 4.5182 | 8.9195 | 1.2355 | 1.2394 | 1.5973 | 0.9362 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 50.7042 | 55.5556 | 45.7143 | 50.7042 | 55.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.3927 | 7.1356 | 1.4671 | 1.2049 | 1.2778 | 1.1118 |
Largest Winning Trade | 1426250 | 1426250 | 87136 | 2173818 | 2173818 | 1043454 |
Largest Losing Trade | -55235 | -47519 | -55235 | -1014285 | -901614 | -1014285 |
Avg Bars in Trades | 89 | 63 | 115 | 89 | 63 | 115 |
Avg Bars in Winners | 128 | 93 | 172 | 128 | 93 | 172 |
Avg Bars in Losers | 49 | 26 | 68 | 49 | 26 | 68 |
Bars Traded | 6353 | 2302 | 4051 | 6353 | 2302 | 4051 |
Profit Streak | 61.1747 | 61.1747 | 74.5081 | 61.1747 | 61.1747 | 74.5081 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69569 | 829095 | -156709 | -112259 | -10929 | -579316 |
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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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