Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715206.6057 | 632254.6283 | 82951.9774 | 647737.6743 | -864504.7834 | 1512242.4577 |
Total P&L (%) | 715.2066 | 632.2546 | 82.952 | 647.7377 | -864.5048 | 1512.2425 |
Avg Daily Profit (%) | 0.3674 | 0.3248 | 0.0426 | 0.1034 | 0 | 0.1429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126153 | -87576 | -107599 | -2617308 | -2063970 | -898532 |
Profit Factor | 2.2639 | 3.3429 | 1.2802 | 1.1123 | 0.7456 | 1.6376 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 36.8421 | 34.2105 | 39.4737 | 36.8421 | 34.2105 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.8809 | 6.4286 | 1.963 | 1.9067 | 1.4338 | 2.5111 |
Largest Winning Trade | 452289 | 452289 | 64665 | 793474 | 707843 | 793474 |
Largest Losing Trade | -54553 | -42698 | -54553 | -513564 | -513564 | -303358 |
Avg Bars in Trades | 147 | 98 | 196 | 147 | 98 | 196 |
Avg Bars in Winners | 284 | 177 | 377 | 284 | 177 | 377 |
Avg Bars in Losers | 67 | 57 | 77 | 67 | 57 | 77 |
Bars Traded | 11200 | 3740 | 7460 | 11200 | 3740 | 7460 |
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 | -45116 | 337282 | -138991 | -209320 | -585238 | -2791 |
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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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