Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955678.3438 | 727110.0924 | 228568.2514 | 9896920.8647 | -2533200.6644 | 12430121.529 |
Total P&L (%) | 955.6783 | 727.1101 | 228.5683 | 9896.9209 | -2533.2007 | 12430.1215 |
Avg Daily Profit (%) | 0.3965 | 0.3017 | 0.0948 | 0.1913 | 0 | 0.2006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76090 | -63640 | -57540 | -11128289 | -10324035 | -4580577 |
Profit Factor | 2.9414 | 3.705 | 2.0229 | 1.2845 | 0.8901 | 2.0604 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 46.1538 | 38.4615 | 53.8462 | 46.1538 | 38.4615 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.4316 | 5.928 | 1.7339 | 1.4986 | 1.4242 | 1.7661 |
Largest Winning Trade | 268425 | 268425 | 64113 | 5141955 | 5141955 | 4935888 |
Largest Losing Trade | -26792 | -23296 | -26792 | -2869435 | -2869435 | -1990362 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 98 | 93 | 101 | 98 | 93 | 101 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 4712 | 2010 | 2702 | 4712 | 2010 | 2702 |
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 | -24938 | 406286 | -61986 | -32320 | -583577 | 449253 |
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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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