Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630633.666 | 516888.788 | 113744.878 | 1172881.8736 | 1129753.9604 | 43127.9132 |
Total P&L (%) | 630.6337 | 516.8888 | 113.7449 | 1172.8819 | 1129.754 | 43.1279 |
Avg Daily Profit (%) | 0.3561 | 0.2919 | 0.0642 | 0.1437 | 0.1418 | 0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114174 | -69943 | -63953 | -3137285 | -2011248 | -1544712 |
Profit Factor | 2.5134 | 3.7326 | 1.4999 | 1.1435 | 1.3282 | 1.0091 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 32.4324 | 32.4324 | 32.4324 | 32.4324 | 32.4324 | 32.4324 |
Ratio Avg Win / Avg Loss | 5.2363 | 7.7763 | 3.1248 | 2.3823 | 2.767 | 2.1023 |
Largest Winning Trade | 224413 | 224413 | 77724 | 1696165 | 1672254 | 1696165 |
Largest Losing Trade | -44659 | -17956 | -44659 | -795017 | -579369 | -795017 |
Avg Bars in Trades | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Winners | 105 | 87 | 122 | 105 | 87 | 122 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3407 | 1551 | 1856 | 3407 | 1551 | 1856 |
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 | -61446 | 319035 | -111581 | -137892 | -8790 | -383964 |
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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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