Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993785.2179 | 793263.9242 | 200521.2937 | 4801477.8625 | -7051263.9511 | 11852741.8135 |
Total P&L (%) | 993.7852 | 793.2639 | 200.5213 | 4801.4779 | -7051.264 | 11852.7418 |
Avg Daily Profit (%) | 0.4113 | 0.3283 | 0.083 | 0.1612 | 0 | 0.1982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93208 | -72266 | -46866 | -16915284 | -19907727 | -5940609 |
Profit Factor | 2.8599 | 3.3146 | 2.0466 | 1.0873 | 0.8255 | 1.8128 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 53.012 | 46.3415 | 59.5238 | 53.012 | 46.3415 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.5349 | 3.8379 | 1.3917 | 0.9638 | 0.9558 | 1.2327 |
Largest Winning Trade | 383555 | 383555 | 55979 | 7884820 | 7884820 | 4411141 |
Largest Losing Trade | -46866 | -38433 | -46866 | -6367348 | -6367348 | -5940609 |
Avg Bars in Trades | 83 | 122 | 44 | 83 | 122 | 44 |
Avg Bars in Winners | 97 | 157 | 51 | 97 | 157 | 51 |
Avg Bars in Losers | 67 | 92 | 35 | 67 | 92 | 35 |
Bars Traded | 6911 | 5023 | 1887 | 6911 | 5023 | 1887 |
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 | 518978 | 507035 | -78101 | -119314 | -582165 | 418599 |
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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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