Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993331.2285 | 769383.8866 | 223947.3419 | 10268983.124 | -1716721.7919 | 11985704.9159 |
Total P&L (%) | 993.3312 | 769.3839 | 223.9473 | 10268.9831 | -1716.7218 | 11985.7049 |
Avg Daily Profit (%) | 0.511 | 0.3958 | 0.1152 | 0.2391 | 0 | 0.247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114792 | -87736 | -45001 | -12062661 | -9425159 | -8385364 |
Profit Factor | 3.1267 | 3.7394 | 2.2026 | 1.3185 | 0.9075 | 1.8768 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 48.2759 | 38.6364 | 58.1395 | 48.2759 | 38.6364 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.35 | 5.9391 | 1.5858 | 1.4127 | 1.4414 | 1.3513 |
Largest Winning Trade | 405825 | 405825 | 49717 | 6747031 | 6747031 | 4506841 |
Largest Losing Trade | -36238 | -36238 | -28906 | -4734477 | -2813519 | -4734477 |
Avg Bars in Trades | 261 | 230 | 293 | 261 | 230 | 293 |
Avg Bars in Winners | 382 | 372 | 389 | 382 | 372 | 389 |
Avg Bars in Losers | 148 | 140 | 160 | 148 | 140 | 160 |
Bars Traded | 22763 | 10125 | 12639 | 22763 | 10125 | 12639 |
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 | 584372 | 439964 | -33890 | 292706 | -583472 | 431873 |
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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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