Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479397.3023 | 384111.2845 | 95286.0178 | 342077.8175 | -1800606.7218 | 2142684.5393 |
Total P&L (%) | 479.3973 | 384.1113 | 95.286 | 342.0778 | -1800.6067 | 2142.6845 |
Avg Daily Profit (%) | 0.2424 | 0.1942 | 0.0482 | 0.0752 | 0 | 0.1574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162132 | -124583 | -105358 | -6095754 | -5914103 | -3460787 |
Profit Factor | 1.9673 | 2.7388 | 1.3469 | 1.0271 | 0.7326 | 1.3637 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.51 | 3.717 | 1.6162 | 1.3104 | 0.9943 | 1.6364 |
Largest Winning Trade | 147933 | 147933 | 65832 | 2366575 | 1961229 | 2366575 |
Largest Losing Trade | -78609 | -34078 | -78609 | -2757993 | -1610193 | -2757993 |
Avg Bars in Trades | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Winners | 87 | 85 | 89 | 87 | 85 | 89 |
Avg Bars in Losers | 34 | 38 | 30 | 34 | 38 | 30 |
Bars Traded | 3819 | 1925 | 1894 | 3819 | 1925 | 1894 |
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 | -119413 | 353769 | -128870 | -414413 | -583748 | 268746 |
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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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