Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975227.3707 | 803850.0666 | 171377.3041 | 6226003.2911 | -953378.2419 | 7179381.533 |
Total P&L (%) | 975.2274 | 803.8501 | 171.3773 | 6226.0033 | -953.3782 | 7179.3815 |
Avg Daily Profit (%) | 0.4119 | 0.3395 | 0.0724 | 0.1753 | 0 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80746 | -112785 | -103935 | -4512305 | -3960510 | -1220159 |
Profit Factor | 2.4038 | 2.9892 | 1.5897 | 1.4171 | 0.9144 | 2.8965 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 34.188 | 32.2034 | 36.2069 | 34.188 | 32.2034 | 36.2069 |
Ratio Avg Win / Avg Loss | 4.6273 | 6.293 | 2.8009 | 2.7279 | 1.9251 | 5.1034 |
Largest Winning Trade | 288498 | 288498 | 71825 | 4530563 | 3406875 | 4530563 |
Largest Losing Trade | -33955 | -33955 | -31249 | -2229858 | -2229858 | -617424 |
Avg Bars in Trades | 38 | 42 | 33 | 38 | 42 | 33 |
Avg Bars in Winners | 76 | 83 | 70 | 76 | 83 | 70 |
Avg Bars in Losers | 18 | 23 | 12 | 18 | 23 | 12 |
Bars Traded | 4478 | 2521 | 1957 | 4478 | 2521 | 1957 |
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 | 309240 | -168939 | -279021 | 140360 | -761879 | -172289 |
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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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