Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046251.749 | 940111.383 | 106140.3659 | 397014.8627 | -928687.3356 | 1325702.1983 |
Total P&L (%) | 1046.2517 | 940.1114 | 106.1404 | 397.0149 | -928.6873 | 1325.7022 |
Avg Daily Profit (%) | 0.4435 | 0.3985 | 0.045 | 0.068 | 0 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146735 | -182991 | -53724 | -4297374 | -3893189 | -1234524 |
Profit Factor | 3.152 | 4.274 | 1.5333 | 1.0484 | 0.807 | 1.3902 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 46.6667 | 40.5405 | 52.6316 | 46.6667 | 40.5405 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.6023 | 6.2685 | 1.38 | 1.1981 | 1.1836 | 1.2511 |
Largest Winning Trade | 998374 | 998374 | 31225 | 1163382 | 1163382 | 746310 |
Largest Losing Trade | -46229 | -46229 | -31166 | -1234524 | -1153260 | -1234524 |
Avg Bars in Trades | 90 | 123 | 58 | 90 | 123 | 58 |
Avg Bars in Winners | 137 | 210 | 82 | 137 | 210 | 82 |
Avg Bars in Losers | 49 | 65 | 31 | 49 | 65 | 31 |
Bars Traded | 6797 | 4583 | 2214 | 6797 | 4583 | 2214 |
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 | -46431 | 479658 | -130950 | -332050 | -582784 | -41124 |
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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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