Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053267.4873 | 919458.9594 | 133808.5279 | 43380.4546 | 679545.5608 | -636165.1062 |
Total P&L (%) | 1053.2675 | 919.459 | 133.8085 | 43.3805 | 679.5456 | -636.1651 |
Avg Daily Profit (%) | 0.5672 | 0.4951 | 0.0721 | 0.0194 | 0.1106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146505 | -93894 | -92092 | -3674851 | -1638506 | -2640508 |
Profit Factor | 2.9802 | 3.9355 | 1.6119 | 1.0053 | 1.1582 | 0.8371 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 57.6923 | 48.7179 | 66.6667 | 57.6923 | 48.7179 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1855 | 4.1427 | 0.8059 | 0.7372 | 1.2192 | 0.4186 |
Largest Winning Trade | 880982 | 880982 | 36043 | 2386114 | 2386114 | 529599 |
Largest Losing Trade | -92092 | -54979 | -92092 | -2638666 | -1371311 | -2638666 |
Avg Bars in Trades | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Winners | 82 | 79 | 84 | 82 | 79 | 84 |
Avg Bars in Losers | 48 | 62 | 25 | 48 | 62 | 25 |
Bars Traded | 5312 | 2769 | 2543 | 5312 | 2769 | 2543 |
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 | -20634 | 615477 | -94277 | -422730 | -91802 | -578596 |
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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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