Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783239.871 | 620715.7761 | 162524.0949 | 905890.4799 | 1778654.4305 | -872763.9505 |
Total P&L (%) | 783.2399 | 620.7158 | 162.5241 | 905.8905 | 1778.6544 | -872.764 |
Avg Daily Profit (%) | 0.4861 | 0.3852 | 0.1009 | 0.1434 | 0.1822 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123711 | -112219 | -82980 | -3600872 | -2547996 | -1849779 |
Profit Factor | 2.3563 | 2.7634 | 1.7208 | 1.1063 | 1.3717 | 0.7664 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 41.0256 | 33.3333 | 48.7179 | 41.0256 | 33.3333 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.3872 | 5.5269 | 1.8114 | 1.5903 | 2.7433 | 0.8068 |
Largest Winning Trade | 348943 | 348943 | 73183 | 3383174 | 3383174 | 717988 |
Largest Losing Trade | -46999 | -35333 | -46999 | -1058343 | -1020953 | -1058343 |
Avg Bars in Trades | 244 | 212 | 277 | 244 | 212 | 277 |
Avg Bars in Winners | 389 | 392 | 387 | 389 | 392 | 387 |
Avg Bars in Losers | 143 | 122 | 172 | 143 | 122 | 172 |
Bars Traded | 19090 | 8283 | 10807 | 19090 | 8283 | 10807 |
Profit Streak | 0 | 0 | 30.8877 | 0 | 0 | 30.8877 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27296 | 303610 | -54991 | -145978 | 110079 | -580715 |
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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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