Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1752812.7955 | 1556179.7025 | 196633.093 | 6374738.4322 | -3013238.5228 | 9387976.955 |
Total P&L (%) | 1752.8128 | 1556.1797 | 196.6331 | 6374.7384 | -3013.2385 | 9387.977 |
Avg Daily Profit (%) | 0.8414 | 0.747 | 0.0944 | 0.2004 | 0 | 0.2188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79813 | -64487 | -37891 | -7856232 | -7904700 | -3314237 |
Profit Factor | 4.783 | 6.9419 | 1.9762 | 1.2292 | 0.8134 | 1.8052 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 40.2439 | 29.2683 | 51.2195 | 40.2439 | 29.2683 | 51.2195 |
Ratio Avg Win / Avg Loss | 7.1021 | 16.7762 | 1.8821 | 1.8252 | 1.9658 | 1.7192 |
Largest Winning Trade | 1414908 | 1414908 | 64520 | 5620239 | 3435050 | 5620239 |
Largest Losing Trade | -27414 | -22082 | -27414 | -3314237 | -2665852 | -3314237 |
Avg Bars in Trades | 297 | 233 | 361 | 297 | 233 | 361 |
Avg Bars in Winners | 566 | 562 | 569 | 566 | 562 | 569 |
Avg Bars in Losers | 116 | 97 | 143 | 116 | 97 | 143 |
Bars Traded | 24389 | 9575 | 14814 | 24389 | 9575 | 14814 |
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 | 297579 | 369863 | -63012 | -3768 | -588967 | 425382 |
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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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