Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697159.9057 | 517705.889 | 179454.0168 | 1902263.8558 | -22058.0025 | 1924321.8583 |
Total P&L (%) | 697.1599 | 517.7059 | 179.454 | 1902.2639 | -22.058 | 1924.3219 |
Avg Daily Profit (%) | 0.3916 | 0.2908 | 0.1008 | 0.1685 | -0.014 | 0.1691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121142 | -116093 | -48068 | -11217569 | -9246408 | -3593338 |
Profit Factor | 2.3789 | 2.6228 | 1.962 | 1.084 | 0.9986 | 1.2757 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 63.0137 | 61.1111 | 64.8649 | 63.0137 | 61.1111 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.3963 | 1.669 | 1.0627 | 0.6363 | 0.6355 | 0.691 |
Largest Winning Trade | 263071 | 263071 | 41396 | 5020994 | 5020994 | 1233847 |
Largest Losing Trade | -52039 | -52039 | -35620 | -5566453 | -5566453 | -2726146 |
Avg Bars in Trades | 90 | 97 | 82 | 90 | 97 | 82 |
Avg Bars in Winners | 95 | 96 | 94 | 95 | 96 | 94 |
Avg Bars in Losers | 81 | 99 | 61 | 81 | 99 | 61 |
Bars Traded | 6584 | 3515 | 3069 | 6584 | 3515 | 3069 |
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 | -61217 | 549148 | -53854 | -196330 | -579339 | 287098 |
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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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