Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937768.1346 | 722297.2196 | 215470.915 | 7275468.0931 | -282092.1843 | 7557560.2773 |
Total P&L (%) | 937.7681 | 722.2972 | 215.4709 | 7275.4681 | -282.0922 | 7557.5603 |
Avg Daily Profit (%) | 0.3879 | 0.2987 | 0.0891 | 0.178 | 0 | 0.1796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81147 | -68940 | -114673 | -6252872 | -4599919 | -2575369 |
Profit Factor | 2.6978 | 3.4786 | 1.8257 | 1.3568 | 0.9779 | 1.9925 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 43.617 | 38.2979 | 48.9362 | 43.617 | 38.2979 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.4874 | 5.6044 | 1.9051 | 1.7539 | 1.5755 | 2.0791 |
Largest Winning Trade | 302142 | 302142 | 66137 | 3003156 | 2628783 | 3003156 |
Largest Losing Trade | -35529 | -23708 | -35529 | -1547683 | -1547683 | -979029 |
Avg Bars in Trades | 150 | 130 | 169 | 150 | 130 | 169 |
Avg Bars in Winners | 246 | 230 | 258 | 246 | 230 | 258 |
Avg Bars in Losers | 75 | 68 | 84 | 75 | 68 | 84 |
Bars Traded | 14114 | 6127 | 7986 | 14114 | 6127 | 7986 |
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 | 452105 | 398361 | -70852 | 257770 | -582469 | 407389 |
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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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