Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062272.7813 | 967949.1753 | 94323.606 | 459716.514 | -958291.2539 | 1418007.7679 |
Total P&L (%) | 1062.2728 | 967.9492 | 94.3236 | 459.7165 | -958.2913 | 1418.0078 |
Avg Daily Profit (%) | 0.4448 | 0.4053 | 0.0395 | 0.0721 | 0 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135375 | -109352 | -97179 | -4219104 | -4298620 | -1594589 |
Profit Factor | 2.7341 | 4.3246 | 1.2934 | 1.0457 | 0.8351 | 1.3342 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 41.4286 | 42.8571 | 40 | 41.4286 | 42.8571 | 40 |
Ratio Avg Win / Avg Loss | 3.8654 | 5.7661 | 1.9402 | 1.4784 | 1.1135 | 2.0013 |
Largest Winning Trade | 709880 | 709880 | 67602 | 2313308 | 2313308 | 1131407 |
Largest Losing Trade | -43246 | -43246 | -41231 | -2066673 | -2066673 | -827994 |
Avg Bars in Trades | 132 | 110 | 154 | 132 | 110 | 154 |
Avg Bars in Winners | 238 | 181 | 301 | 238 | 181 | 301 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 9277 | 3882 | 5395 | 9277 | 3882 | 5395 |
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 | -86763 | 514979 | -142884 | -368961 | -581898 | -42928 |
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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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