Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802925.9132 | 624788.1819 | 178137.7313 | 3825308.1164 | -772929.5998 | 4598237.7161 |
Total P&L (%) | 802.9259 | 624.7882 | 178.1377 | 3825.3081 | -772.9296 | 4598.2377 |
Avg Daily Profit (%) | 0.332 | 0.2583 | 0.0737 | 0.1519 | 0 | 0.1593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88891 | -56874 | -108589 | -5958449 | -3976953 | -2544564 |
Profit Factor | 2.6674 | 3.5356 | 1.7576 | 1.2985 | 0.8986 | 1.8859 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 34.5238 | 26.1905 | 42.8571 | 34.5238 | 26.1905 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.0589 | 9.9639 | 2.3435 | 2.4627 | 2.5325 | 2.5145 |
Largest Winning Trade | 304029 | 304029 | 68566 | 2227073 | 1756391 | 2227073 |
Largest Losing Trade | -27865 | -19310 | -27865 | -1028510 | -1028510 | -930094 |
Avg Bars in Trades | 55 | 47 | 64 | 55 | 47 | 64 |
Avg Bars in Winners | 119 | 109 | 125 | 119 | 109 | 125 |
Avg Bars in Losers | 22 | 24 | 18 | 22 | 24 | 18 |
Bars Traded | 4686 | 1977 | 2709 | 4686 | 1977 | 2709 |
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 | 304565 | -9267 | -94000 | 108653 | -602524 | 307277 |
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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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