Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090889.5213 | 975709.929 | 115179.5923 | 701372.1284 | 445337.9656 | 256034.1629 |
Total P&L (%) | 1090.8895 | 975.7099 | 115.1796 | 701.3721 | 445.338 | 256.0342 |
Avg Daily Profit (%) | 0.5873 | 0.5253 | 0.062 | 0.1121 | 0.0914 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127760 | -64881 | -64014 | -1138563 | -651163 | -729464 |
Profit Factor | 3.1812 | 4.9699 | 1.4528 | 1.1503 | 1.1927 | 1.1087 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 40.2597 | 38.4615 | 42.1053 | 40.2597 | 38.4615 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.7205 | 7.9519 | 1.9976 | 1.7069 | 1.9083 | 1.5245 |
Largest Winning Trade | 947014 | 947014 | 59706 | 722414 | 722414 | 612498 |
Largest Losing Trade | -40584 | -40344 | -40584 | -421567 | -352846 | -421567 |
Avg Bars in Trades | 92 | 70 | 116 | 92 | 70 | 116 |
Avg Bars in Winners | 154 | 109 | 196 | 154 | 109 | 196 |
Avg Bars in Losers | 51 | 46 | 57 | 51 | 46 | 57 |
Bars Traded | 7158 | 2747 | 4411 | 7158 | 2747 | 4411 |
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 | -32637 | 508474 | -111057 | -147074 | -82902 | -204536 |
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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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