Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445442.1984 | 1245912.0565 | 199530.142 | 4215735.7874 | -397674.3047 | 4613410.092 |
Total P&L (%) | 1445.4422 | 1245.9121 | 199.5301 | 4215.7358 | -397.6743 | 4613.4101 |
Avg Daily Profit (%) | 0.6138 | 0.5291 | 0.0847 | 0.16 | 0 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79534 | -77887 | -63372 | -3883940 | -2960415 | -1507951 |
Profit Factor | 4.1356 | 5.9699 | 1.9488 | 1.3906 | 0.9394 | 2.0899 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 5.7898 | 11.9398 | 1.9488 | 1.9468 | 1.8788 | 2.0899 |
Largest Winning Trade | 1135342 | 1135342 | 67921 | 3179161 | 1518642 | 3179161 |
Largest Losing Trade | -48442 | -29227 | -48442 | -1477355 | -1477355 | -1365349 |
Avg Bars in Trades | 190 | 203 | 177 | 190 | 203 | 177 |
Avg Bars in Winners | 305 | 363 | 266 | 305 | 363 | 266 |
Avg Bars in Losers | 108 | 123 | 87 | 108 | 123 | 87 |
Bars Traded | 13715 | 7339 | 6376 | 13715 | 7339 | 6376 |
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 | -68282 | 463430 | -76130 | -77573 | -584483 | 421184 |
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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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