Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593624.5361 | 1530727.6751 | 62896.8611 | 140850.026 | -208459.1593 | 349309.1853 |
Total P&L (%) | 1593.6245 | 1530.7277 | 62.8969 | 140.85 | -208.4592 | 349.3092 |
Avg Daily Profit (%) | 0.677 | 0.6503 | 0.0267 | 0.0373 | 0 | 0.0639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135566 | -123483 | -88019 | -2142214 | -2041421 | -698350 |
Profit Factor | 3.3089 | 5.6788 | 1.1732 | 1.0253 | 0.9348 | 1.147 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 45.7831 | 39.0244 | 52.381 | 45.7831 | 39.0244 | 52.381 |
Ratio Avg Win / Avg Loss | 3.9184 | 8.8731 | 1.0666 | 1.2141 | 1.4606 | 1.0427 |
Largest Winning Trade | 1533425 | 1533425 | 68679 | 901429 | 901429 | 560566 |
Largest Losing Trade | -59951 | -35025 | -59951 | -643507 | -643507 | -641675 |
Avg Bars in Trades | 82 | 71 | 93 | 82 | 71 | 93 |
Avg Bars in Winners | 110 | 95 | 120 | 110 | 95 | 120 |
Avg Bars in Losers | 59 | 56 | 63 | 59 | 56 | 63 |
Bars Traded | 6872 | 2948 | 3924 | 6872 | 2948 | 3924 |
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 | 558835 | 574068 | -187263 | -338653 | -583343 | -166183 |
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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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