Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007645.7447 | 1033823.2165 | -26177.4718 | -28088.3911 | 87375.8263 | -115464.2174 |
Total P&L (%) | 1007.6457 | 1033.8232 | -26.1775 | -28.0884 | 87.3758 | -115.4642 |
Avg Daily Profit (%) | 0.5274 | 0.5411 | -0.0137 | -0.0173 | 0.0329 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245874 | -164338 | -131805 | -1399871 | -1170129 | -644075 |
Profit Factor | 2.8898 | 4.8103 | 0.9 | 0.9919 | 1.0502 | 0.9324 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 38.4615 | 33.3333 | 43.5897 | 38.4615 | 33.3333 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.6237 | 9.6206 | 1.1648 | 1.587 | 2.1004 | 1.2066 |
Largest Winning Trade | 1196891 | 1196891 | 49129 | 1257505 | 1257505 | 358645 |
Largest Losing Trade | -40347 | -27618 | -40347 | -420359 | -243221 | -420359 |
Avg Bars in Trades | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Winners | 99 | 78 | 115 | 99 | 78 | 115 |
Avg Bars in Losers | 51 | 52 | 50 | 51 | 52 | 50 |
Bars Traded | 5462 | 2380 | 3082 | 5462 | 2380 | 3082 |
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 | -26911 | 437325 | -581583 | -621264 | -319651 | -581583 |
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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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