Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883368.6628 | 783377.9231 | 99990.7397 | 730763.6215 | -2420302.7744 | 3151066.3959 |
Total P&L (%) | 883.3687 | 783.3779 | 99.9907 | 730.7636 | -2420.3028 | 3151.0664 |
Avg Daily Profit (%) | 0.4564 | 0.4047 | 0.0517 | 0.1094 | 0 | 0.18 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136148 | -87927 | -64479 | -3961434 | -3734838 | -1480261 |
Profit Factor | 2.3353 | 3.3016 | 1.3113 | 1.0576 | 0.6838 | 1.6257 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 34.5794 | 24.0741 | 45.283 | 34.5794 | 24.0741 | 45.283 |
Ratio Avg Win / Avg Loss | 4.4182 | 10.4129 | 1.5845 | 2.0008 | 2.1565 | 1.9643 |
Largest Winning Trade | 568347 | 568347 | 54609 | 1337070 | 1337070 | 1102460 |
Largest Losing Trade | -48895 | -18230 | -48895 | -718496 | -630113 | -718496 |
Avg Bars in Trades | 71 | 59 | 82 | 71 | 59 | 82 |
Avg Bars in Winners | 141 | 147 | 138 | 141 | 147 | 138 |
Avg Bars in Losers | 33 | 32 | 36 | 33 | 32 | 36 |
Bars Traded | 7609 | 3228 | 4381 | 7609 | 3228 | 4381 |
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 | 322712 | -198129 | -304550 | -208246 | -792229 | -170944 |
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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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