Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076984.0214 | 935060.6844 | 141923.337 | 653902.7195 | -466544.7065 | 1120447.426 |
Total P&L (%) | 1076.984 | 935.0607 | 141.9233 | 653.9027 | -466.5447 | 1120.4474 |
Avg Daily Profit (%) | 0.4575 | 0.3972 | 0.0603 | 0.0859 | 0 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139359 | -88453 | -135656 | -742411 | -896075 | -328468 |
Profit Factor | 2.8504 | 4.0547 | 1.5144 | 1.238 | 0.7466 | 2.2369 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 43.038 | 35 | 51.2821 | 43.038 | 35 | 51.2821 |
Ratio Avg Win / Avg Loss | 3.7726 | 7.5301 | 1.4387 | 1.6386 | 1.3865 | 2.1251 |
Largest Winning Trade | 839399 | 839399 | 63023 | 450532 | 388851 | 450532 |
Largest Losing Trade | -67080 | -30120 | -67080 | -361079 | -361079 | -287044 |
Avg Bars in Trades | 87 | 75 | 100 | 87 | 75 | 100 |
Avg Bars in Winners | 137 | 126 | 144 | 137 | 126 | 144 |
Avg Bars in Losers | 50 | 47 | 55 | 50 | 47 | 55 |
Bars Traded | 6948 | 3017 | 3931 | 6948 | 3017 | 3931 |
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 | -18304 | 396718 | -110838 | -111088 | -584916 | -46165 |
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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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