Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1831922.9418 | 1766445.828 | 65477.1139 | 586330.6907 | 2005522.7864 | -1419192.0957 |
Total P&L (%) | 1831.9229 | 1766.4458 | 65.4771 | 586.3307 | 2005.5228 | -1419.1921 |
Avg Daily Profit (%) | 0.7934 | 0.765 | 0.0284 | 0.0835 | 0.1321 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123409 | -105595 | -95595 | -4091387 | -3767601 | -2359696 |
Profit Factor | 3.3945 | 5.8545 | 1.1632 | 1.0422 | 1.2842 | 0.7924 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 44.7059 | 39.5349 | 50 | 44.7059 | 39.5349 | 50 |
Ratio Avg Win / Avg Loss | 4.1984 | 8.954 | 1.1632 | 1.289 | 1.964 | 0.7924 |
Largest Winning Trade | 1557502 | 1557502 | 82385 | 4115870 | 4115870 | 1637091 |
Largest Losing Trade | -56825 | -42848 | -56825 | -1518806 | -1226034 | -1518806 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 118 | 109 | 125 | 118 | 109 | 125 |
Avg Bars in Losers | 45 | 43 | 48 | 45 | 43 | 48 |
Bars Traded | 6659 | 2999 | 3660 | 6659 | 2999 | 3660 |
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 | 639683 | 621710 | -196253 | -257055 | -19236 | -580734 |
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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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