Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1330572.151 | 1246654.1467 | 83918.0043 | 359718.9514 | 642385.058 | -282666.1067 |
Total P&L (%) | 1330.5722 | 1246.6541 | 83.918 | 359.719 | 642.3851 | -282.6661 |
Avg Daily Profit (%) | 0.5575 | 0.5223 | 0.0352 | 0.0639 | 0.084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149004 | -113133 | -112221 | -8184197 | -5813715 | -3784116 |
Profit Factor | 2.5542 | 3.8168 | 1.2029 | 1.0177 | 1.0606 | 0.9709 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 31.0345 | 27.2727 | 34.8837 | 31.0345 | 27.2727 | 34.8837 |
Ratio Avg Win / Avg Loss | 5.6761 | 10.1781 | 2.2455 | 2.2616 | 2.8283 | 1.8123 |
Largest Winning Trade | 782926 | 782926 | 68443 | 4986778 | 4986778 | 2669225 |
Largest Losing Trade | -41183 | -41183 | -38083 | -3058516 | -2047843 | -3058516 |
Avg Bars in Trades | 79 | 66 | 93 | 79 | 66 | 93 |
Avg Bars in Winners | 174 | 153 | 191 | 174 | 153 | 191 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 6955 | 2946 | 4009 | 6955 | 2946 | 4009 |
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 | 317518 | -2019 | -151150 | -314631 | -252849 | -583827 |
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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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