Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133787.062 | 1093334.8308 | 40452.2312 | 20942.6975 | 767816.9326 | -746874.2351 |
Total P&L (%) | 1133.7871 | 1093.3348 | 40.4522 | 20.9427 | 767.8169 | -746.8742 |
Avg Daily Profit (%) | 0.4759 | 0.4589 | 0.017 | 0.008 | 0.0907 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261090 | -174300 | -170209 | -7981124 | -6971038 | -5180672 |
Profit Factor | 2.4671 | 3.6524 | 1.1122 | 1.0013 | 1.0873 | 0.8922 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 32.4675 | 30.7692 | 34.2105 | 32.4675 | 30.7692 | 34.2105 |
Ratio Avg Win / Avg Loss | 5.1315 | 8.2179 | 2.1388 | 2.0828 | 2.4465 | 1.7158 |
Largest Winning Trade | 854930 | 854930 | 68796 | 5944847 | 5944847 | 3234944 |
Largest Losing Trade | -76784 | -33597 | -76784 | -3563480 | -2722128 | -3563480 |
Avg Bars in Trades | 120 | 100 | 141 | 120 | 100 | 141 |
Avg Bars in Winners | 243 | 207 | 277 | 243 | 207 | 277 |
Avg Bars in Losers | 60 | 52 | 70 | 60 | 52 | 70 |
Bars Traded | 9268 | 3909 | 5358 | 9268 | 3909 | 5358 |
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 | -37998 | 345574 | -274505 | -459472 | -202200 | -584127 |
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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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