Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1809362.9522 | 1622333.9419 | 187029.0103 | 722369.8263 | -198546.6176 | 920916.4439 |
Total P&L (%) | 1809.363 | 1622.3339 | 187.029 | 722.3698 | -198.5466 | 920.9164 |
Avg Daily Profit (%) | 0.7695 | 0.6899 | 0.0795 | 0.0896 | 0 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109609 | -75404 | -129560 | -879090 | -543247 | -335842 |
Profit Factor | 4.3158 | 7.7363 | 1.6135 | 1.3171 | 0.837 | 1.8685 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 42.3077 | 35.8974 | 48.7179 | 42.3077 | 35.8974 | 48.7179 |
Ratio Avg Win / Avg Loss | 5.8852 | 13.8149 | 1.6984 | 1.796 | 1.4946 | 1.9669 |
Largest Winning Trade | 1524140 | 1524140 | 63576 | 636866 | 360970 | 636866 |
Largest Losing Trade | -93036 | -31618 | -93036 | -251863 | -233853 | -251863 |
Avg Bars in Trades | 117 | 106 | 128 | 117 | 106 | 128 |
Avg Bars in Winners | 194 | 187 | 200 | 194 | 187 | 200 |
Avg Bars in Losers | 60 | 60 | 60 | 60 | 60 | 60 |
Bars Traded | 9161 | 4140 | 5021 | 9161 | 4140 | 5021 |
Profit Streak | 38.4497 | 0 | 46.1997 | 38.4497 | 0 | 46.1997 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21025 | 550425 | -83624 | -112789 | -584575 | -56964 |
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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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