Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043524.7664 | 892559.7658 | 150965.0006 | 1925038.7494 | -278345.6071 | 2203384.3566 |
Total P&L (%) | 1043.5248 | 892.5598 | 150.965 | 1925.0387 | -278.3456 | 2203.3844 |
Avg Daily Profit (%) | 0.4438 | 0.3796 | 0.0642 | 0.128 | 0 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143165 | -64126 | -162892 | -2527230 | -2129956 | -1165593 |
Profit Factor | 2.9101 | 4.391 | 1.5332 | 1.3454 | 0.916 | 1.9747 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 45.3333 | 42.1053 | 48.6486 | 45.3333 | 42.1053 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.5092 | 6.0377 | 1.6184 | 1.6224 | 1.2595 | 2.0844 |
Largest Winning Trade | 744610 | 744610 | 63247 | 1761993 | 1063212 | 1761993 |
Largest Losing Trade | -37469 | -23494 | -37469 | -1022384 | -768320 | -1022384 |
Avg Bars in Trades | 119 | 89 | 150 | 119 | 89 | 150 |
Avg Bars in Winners | 175 | 117 | 227 | 175 | 117 | 227 |
Avg Bars in Losers | 72 | 69 | 76 | 72 | 69 | 76 |
Bars Traded | 8971 | 3409 | 5562 | 8971 | 3409 | 5562 |
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 | -47414 | 499095 | -105107 | -83332 | -582168 | -11168 |
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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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