Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972428.216 | 845894.2025 | 126534.0135 | 934048.8286 | -1121852.6081 | 2055901.4368 |
Total P&L (%) | 972.4282 | 845.8942 | 126.534 | 934.0488 | -1121.8526 | 2055.9014 |
Avg Daily Profit (%) | 0.4119 | 0.3583 | 0.0536 | 0.099 | 0 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99972 | -162054 | -40032 | -3225421 | -4281832 | -938319 |
Profit Factor | 3.965 | 5.1293 | 2.0277 | 1.1409 | 0.7695 | 2.1671 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.0725 | 51.4286 | 58.8235 | 55.0725 | 51.4286 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.2346 | 4.8444 | 1.4194 | 0.9307 | 0.7268 | 1.517 |
Largest Winning Trade | 852350 | 852350 | 43868 | 2115372 | 2115372 | 671711 |
Largest Losing Trade | -40032 | -34339 | -40032 | -1442963 | -1442963 | -938319 |
Avg Bars in Trades | 65 | 79 | 51 | 65 | 79 | 51 |
Avg Bars in Winners | 79 | 98 | 61 | 79 | 98 | 61 |
Avg Bars in Losers | 49 | 60 | 36 | 49 | 60 | 36 |
Bars Traded | 4537 | 2799 | 1738 | 4537 | 2799 | 1738 |
Profit Streak | 0 | 0 | 78.1983 | 0 | 0 | 78.1983 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88457 | 628411 | -116516 | -232948 | -580602 | -12645 |
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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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