Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540869.6401 | 1474027.9374 | 66841.7027 | 512230.3247 | 903835.9991 | -391605.6744 |
Total P&L (%) | 1540.8696 | 1474.0279 | 66.8417 | 512.2303 | 903.836 | -391.6057 |
Avg Daily Profit (%) | 0.6676 | 0.6387 | 0.029 | 0.0785 | 0.1 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141428 | -166953 | -59310 | -3028883 | -2799867 | -941585 |
Profit Factor | 3.4288 | 4.7475 | 1.2773 | 1.084 | 1.2262 | 0.8139 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 53.5714 | 59.5238 | 47.619 | 53.5714 | 59.5238 | 47.619 |
Ratio Avg Win / Avg Loss | 2.9717 | 3.2283 | 1.405 | 0.9394 | 0.8338 | 0.8953 |
Largest Winning Trade | 1362103 | 1362103 | 60020 | 2015698 | 2015698 | 393354 |
Largest Losing Trade | -59723 | -59723 | -27394 | -964060 | -964060 | -478554 |
Avg Bars in Trades | 52 | 83 | 21 | 52 | 83 | 21 |
Avg Bars in Winners | 64 | 95 | 24 | 64 | 95 | 24 |
Avg Bars in Losers | 39 | 64 | 19 | 39 | 64 | 19 |
Bars Traded | 4403 | 3501 | 901 | 4403 | 3501 | 901 |
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 | 694067 | 744285 | -155062 | -216817 | -59837 | -581382 |
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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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