Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858889.2112 | 679562.7042 | 179326.507 | 2566477.3007 | -712663.6215 | 3279140.9222 |
Total P&L (%) | 858.8892 | 679.5627 | 179.3265 | 2566.4773 | -712.6636 | 3279.1409 |
Avg Daily Profit (%) | 0.4627 | 0.3661 | 0.0966 | 0.177 | 0 | 0.1898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94420 | -59053 | -54973 | -3351146 | -2439601 | -1450583 |
Profit Factor | 2.8679 | 4.2503 | 1.7152 | 1.2395 | 0.8807 | 1.6918 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 53.4247 | 51.3514 | 55.5556 | 53.4247 | 51.3514 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.5002 | 4.0266 | 1.3721 | 1.0806 | 0.8344 | 1.3535 |
Largest Winning Trade | 551888 | 551888 | 64209 | 1032241 | 748251 | 1032241 |
Largest Losing Trade | -44564 | -32497 | -44564 | -1545986 | -1545986 | -654714 |
Avg Bars in Trades | 146 | 113 | 179 | 146 | 113 | 179 |
Avg Bars in Winners | 180 | 123 | 234 | 180 | 123 | 234 |
Avg Bars in Losers | 106 | 103 | 110 | 106 | 103 | 110 |
Bars Traded | 10675 | 4215 | 6460 | 10675 | 4215 | 6460 |
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 | -59797 | 607799 | -61134 | -68000 | -580597 | 387478 |
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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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