Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096193.0099 | 991022.9782 | 105170.0317 | 918508.7488 | 470768.502 | 447740.2468 |
Total P&L (%) | 1096.193 | 991.023 | 105.17 | 918.5087 | 470.7685 | 447.7402 |
Avg Daily Profit (%) | 0.5719 | 0.5171 | 0.0549 | 0.1212 | 0.0909 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130510 | -109036 | -71618 | -1930968 | -1207540 | -1037821 |
Profit Factor | 3.9322 | 5.691 | 1.6469 | 1.183 | 1.1685 | 1.2013 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 47.1429 | 37.1429 | 57.1429 | 47.1429 | 37.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.4088 | 9.6309 | 1.2351 | 1.3264 | 1.9774 | 0.9009 |
Largest Winning Trade | 999670 | 999670 | 48750 | 1474409 | 1474409 | 567887 |
Largest Losing Trade | -23295 | -23295 | -20663 | -350449 | -350449 | -335144 |
Avg Bars in Trades | 76 | 52 | 101 | 76 | 52 | 101 |
Avg Bars in Winners | 113 | 80 | 135 | 113 | 80 | 135 |
Avg Bars in Losers | 44 | 35 | 56 | 44 | 35 | 56 |
Bars Traded | 5388 | 1835 | 3553 | 5388 | 1835 | 3553 |
Profit Streak | 0 | 0 | 74.8691 | 0 | 0 | 74.8691 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81660 | 505426 | -116163 | -149935 | -110666 | -75161 |
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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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