Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023931.9047 | 928768.5554 | 95163.3493 | 422936.4797 | -356970.3241 | 779906.8038 |
Total P&L (%) | 1023.9319 | 928.7686 | 95.1633 | 422.9365 | -356.9703 | 779.9068 |
Avg Daily Profit (%) | 0.4286 | 0.3888 | 0.0398 | 0.0693 | 0 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140230 | -104797 | -79091 | -3429718 | -2634614 | -1783466 |
Profit Factor | 2.6678 | 4.0951 | 1.3032 | 1.0467 | 0.9171 | 1.1643 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 37.6623 | 30.7692 | 44.7368 | 37.6623 | 30.7692 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.4156 | 9.2139 | 1.6098 | 1.7325 | 2.0635 | 1.4383 |
Largest Winning Trade | 709880 | 709880 | 66254 | 1487642 | 1487642 | 1401166 |
Largest Losing Trade | -47541 | -29532 | -47541 | -1126249 | -939411 | -1126249 |
Avg Bars in Trades | 120 | 93 | 147 | 120 | 93 | 147 |
Avg Bars in Winners | 234 | 199 | 260 | 234 | 199 | 260 |
Avg Bars in Losers | 50 | 46 | 56 | 50 | 46 | 56 |
Bars Traded | 9259 | 3652 | 5607 | 9259 | 3652 | 5607 |
Profit Streak | 0 | 0 | 25.8347 | 0 | 0 | 25.8347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35994 | 335692 | -139966 | -319542 | -585458 | -112205 |
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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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