Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843572.4308 | 619309.5971 | 224262.8337 | 1887563.0432 | -147282.0295 | 2034845.0727 |
Total P&L (%) | 843.5724 | 619.3096 | 224.2628 | 1887.563 | -147.282 | 2034.8451 |
Avg Daily Profit (%) | 0.4654 | 0.3417 | 0.1237 | 0.1651 | 0 | 0.169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115229 | -93235 | -46537 | -6042507 | -5631994 | -2918595 |
Profit Factor | 2.959 | 3.236 | 2.4596 | 1.1202 | 0.9846 | 1.3328 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 30.5085 | 23.7288 | 37.2881 | 30.5085 | 23.7288 | 37.2881 |
Ratio Avg Win / Avg Loss | 6.7399 | 10.4013 | 4.1366 | 2.5516 | 3.1649 | 2.2415 |
Largest Winning Trade | 597375 | 597375 | 70930 | 2737810 | 2737810 | 1756893 |
Largest Losing Trade | -28774 | -28774 | -12047 | -1718033 | -1718033 | -639963 |
Avg Bars in Trades | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Winners | 67 | 78 | 59 | 67 | 78 | 59 |
Avg Bars in Losers | 11 | 16 | 5 | 11 | 16 | 5 |
Bars Traded | 3393 | 1859 | 1534 | 3393 | 1859 | 1534 |
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 | 322852 | -196941 | -204768 | -86426 | -790375 | -172455 |
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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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