Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880817.9327 | 757268.4016 | 123549.5312 | 1639619.5034 | -1046564.751 | 2686184.2544 |
Total P&L (%) | 880.8179 | 757.2684 | 123.5495 | 1639.6195 | -1046.5648 | 2686.1843 |
Avg Daily Profit (%) | 0.4694 | 0.4035 | 0.0658 | 0.1523 | 0 | 0.1775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122633 | -75224 | -65529 | -4720866 | -3876212 | -2679847 |
Profit Factor | 3.5998 | 5.3298 | 1.7538 | 1.1174 | 0.8581 | 1.4072 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 41.7722 | 38.4615 | 45 | 41.7722 | 38.4615 | 45 |
Ratio Avg Win / Avg Loss | 5.0179 | 8.5277 | 2.1435 | 1.5575 | 1.3729 | 1.7199 |
Largest Winning Trade | 667806 | 667806 | 54215 | 1982031 | 1925710 | 1982031 |
Largest Losing Trade | -25679 | -19013 | -25679 | -1487776 | -1114878 | -1487776 |
Avg Bars in Trades | 138 | 114 | 161 | 138 | 114 | 161 |
Avg Bars in Winners | 237 | 210 | 259 | 237 | 210 | 259 |
Avg Bars in Losers | 67 | 54 | 81 | 67 | 54 | 81 |
Bars Traded | 10949 | 4475 | 6474 | 10949 | 4475 | 6474 |
Profit Streak | 0 | 12.5601 | 0 | 0 | 12.5601 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17369 | 502643 | -103618 | -117162 | -582963 | 280040 |
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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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