Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863958.8892 | 789222.2144 | 74736.6748 | -30281.3804 | -132491.6766 | 102210.2962 |
Total P&L (%) | 863.9589 | 789.2222 | 74.7367 | -30.2814 | -132.4917 | 102.2103 |
Avg Daily Profit (%) | 0.3649 | 0.3334 | 0.0316 | -0.0152 | 0 | 0.0297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119152 | -112858 | -147475 | -193735 | -217192 | -112729 |
Profit Factor | 2.4035 | 3.3964 | 1.2611 | 0.9568 | 0.7034 | 1.4008 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 39.4737 | 34.2105 | 44.7368 | 39.4737 | 34.2105 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.6854 | 6.5316 | 1.5578 | 1.4672 | 1.3527 | 1.7304 |
Largest Winning Trade | 758090 | 758090 | 63911 | 76350 | 76350 | 56987 |
Largest Losing Trade | -92236 | -38775 | -92236 | -85333 | -85333 | -61445 |
Avg Bars in Trades | 60 | 51 | 68 | 60 | 51 | 68 |
Avg Bars in Winners | 98 | 83 | 110 | 98 | 83 | 110 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 4592 | 1973 | 2619 | 4592 | 1973 | 2619 |
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 | -43844 | 343630 | -151792 | -636982 | -585238 | -153367 |
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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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