Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1598586.0908 | 1404333.4561 | 194252.6347 | 3731139.6491 | -695272.0781 | 4426411.7271 |
Total P&L (%) | 1598.5861 | 1404.3335 | 194.2526 | 3731.1396 | -695.2721 | 4426.4117 |
Avg Daily Profit (%) | 0.6787 | 0.5962 | 0.0825 | 0.1549 | 0 | 0.162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126493 | -101181 | -102405 | -3050007 | -2449945 | -1107718 |
Profit Factor | 3.8983 | 5.6525 | 1.7779 | 1.4812 | 0.8717 | 2.8967 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 42.1687 | 33.3333 | 51.2195 | 42.1687 | 33.3333 | 51.2195 |
Ratio Avg Win / Avg Loss | 5.3463 | 11.3049 | 1.6933 | 2.0314 | 1.7434 | 2.7588 |
Largest Winning Trade | 1244463 | 1244463 | 67537 | 2214349 | 1261877 | 2214349 |
Largest Losing Trade | -50746 | -29180 | -50746 | -918351 | -918351 | -395370 |
Avg Bars in Trades | 83 | 69 | 97 | 83 | 69 | 97 |
Avg Bars in Winners | 140 | 130 | 147 | 140 | 130 | 147 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 6953 | 2935 | 4016 | 6953 | 2935 | 4016 |
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 | 532557 | 477346 | -79275 | 202738 | -584438 | 483750 |
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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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