Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425415.1306 | 1296165.996 | 129249.1346 | 534603.6901 | -950473.6804 | 1485077.3705 |
Total P&L (%) | 1425.4151 | 1296.166 | 129.2491 | 534.6037 | -950.4737 | 1485.0774 |
Avg Daily Profit (%) | 0.6002 | 0.5458 | 0.0544 | 0.0778 | 0 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164843 | -110756 | -97763 | -8031758 | -4566364 | -5216239 |
Profit Factor | 2.7601 | 3.8401 | 1.3657 | 1.0277 | 0.9123 | 1.176 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 40 | 34.2105 | 45.9459 | 40 | 34.2105 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.1402 | 7.3849 | 1.6067 | 1.5416 | 1.7545 | 1.3836 |
Largest Winning Trade | 782923 | 782923 | 62980 | 3202602 | 3202602 | 2438684 |
Largest Losing Trade | -42747 | -37673 | -42747 | -2884560 | -1804764 | -2884560 |
Avg Bars in Trades | 185 | 183 | 186 | 185 | 183 | 186 |
Avg Bars in Winners | 317 | 349 | 293 | 317 | 349 | 293 |
Avg Bars in Losers | 96 | 97 | 96 | 96 | 97 | 96 |
Bars Traded | 13896 | 6983 | 6913 | 13896 | 6983 | 6913 |
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 | -48440 | 425169 | -120214 | -342679 | -584127 | -65619 |
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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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