Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033510.1839 | 870002.4607 | 163507.7232 | 3597043.061 | -246015.1856 | 3843058.2467 |
Total P&L (%) | 1033.5102 | 870.0025 | 163.5077 | 3597.0431 | -246.0152 | 3843.0582 |
Avg Daily Profit (%) | 0.5341 | 0.4496 | 0.0845 | 0.1867 | 0 | 0.1901 |
Buy And Hold Return (%) | 16.248 | 16.248 | 16.248 | 16.248 | 16.248 | 16.248 |
Max Trade Drawdown | -91230 | -77836 | -51534 | -5459546 | -1876812 | -3891156 |
Profit Factor | 2.8333 | 3.7862 | 1.6501 | 1.2737 | 0.9656 | 1.6427 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 45.679 | 36.5854 | 55 | 45.679 | 36.5854 | 55 |
Ratio Avg Win / Avg Loss | 3.3693 | 6.5627 | 1.3501 | 1.5147 | 1.6738 | 1.344 |
Largest Winning Trade | 567052 | 567052 | 63148 | 2027588 | 1846896 | 2027588 |
Largest Losing Trade | -40256 | -37249 | -40256 | -2129000 | -979691 | -2129000 |
Avg Bars in Trades | 281 | 270 | 292 | 281 | 270 | 292 |
Avg Bars in Winners | 408 | 427 | 396 | 408 | 427 | 396 |
Avg Bars in Losers | 173 | 179 | 164 | 173 | 179 | 164 |
Bars Traded | 22763 | 11083 | 11680 | 22763 | 11083 | 11680 |
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 | -1656 | 428218 | -77449 | -8999 | -583181 | 382636 |
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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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