Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849450.8279 | 698263.5962 | 151187.2316 | 3153751.9093 | 117633.8917 | 3036118.0175 |
Total P&L (%) | 849.4508 | 698.2636 | 151.1872 | 3153.7519 | 117.6339 | 3036.118 |
Avg Daily Profit (%) | 0.4386 | 0.3605 | 0.0781 | 0.18 | 0.0402 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115183 | -56944 | -67981 | -3162429 | -2314884 | -1527257 |
Profit Factor | 2.6905 | 3.7004 | 1.6198 | 1.3071 | 1.0208 | 1.6565 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 33.3333 | 30.9524 | 35.7143 | 33.3333 | 30.9524 | 35.7143 |
Ratio Avg Win / Avg Loss | 5.3809 | 8.2548 | 2.9157 | 2.6142 | 2.2773 | 2.9818 |
Largest Winning Trade | 381966 | 381966 | 61778 | 2179959 | 1645864 | 2179959 |
Largest Losing Trade | -31082 | -19320 | -31082 | -1159958 | -722247 | -1159958 |
Avg Bars in Trades | 134 | 101 | 166 | 134 | 101 | 166 |
Avg Bars in Winners | 308 | 231 | 375 | 308 | 231 | 375 |
Avg Bars in Losers | 47 | 43 | 50 | 47 | 43 | 50 |
Bars Traded | 11264 | 4263 | 7001 | 11264 | 4263 | 7001 |
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 | 322293 | 319950 | -91173 | 102519 | -343121 | 197112 |
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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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