Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1661768.9052 | 1519304.5709 | 142464.3343 | 822969.6314 | -449873.2204 | 1272842.8519 |
Total P&L (%) | 1661.7689 | 1519.3046 | 142.4643 | 822.9696 | -449.8732 | 1272.8429 |
Avg Daily Profit (%) | 0.7046 | 0.6442 | 0.0604 | 0.0943 | 0 | 0.1111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143208 | -67568 | -129636 | -762463 | -975754 | -380448 |
Profit Factor | 3.8044 | 5.6268 | 1.5393 | 1.2719 | 0.7819 | 2.3198 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 40.7407 | 34.1463 | 47.5 | 40.7407 | 34.1463 | 47.5 |
Ratio Avg Win / Avg Loss | 5.5337 | 10.8518 | 1.7013 | 1.85 | 1.5079 | 2.564 |
Largest Winning Trade | 1497796 | 1497796 | 65200 | 527255 | 385153 | 527255 |
Largest Losing Trade | -66675 | -30308 | -66675 | -382806 | -382806 | -176548 |
Avg Bars in Trades | 171 | 139 | 203 | 171 | 139 | 203 |
Avg Bars in Winners | 273 | 247 | 293 | 273 | 247 | 293 |
Avg Bars in Losers | 100 | 83 | 122 | 100 | 83 | 122 |
Bars Traded | 13852 | 5719 | 8133 | 13852 | 5719 | 8133 |
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 | -609 | 502533 | -110553 | -85544 | -584129 | -40746 |
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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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