Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772321.7436 | 576479.854 | 195841.8896 | 1408960.7423 | -348477.4775 | 1757438.2198 |
Total P&L (%) | 772.3217 | 576.4799 | 195.8419 | 1408.9607 | -348.4775 | 1757.4382 |
Avg Daily Profit (%) | 0.5227 | 0.3902 | 0.1326 | 0.1839 | 0 | 0.1979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102048 | -108071 | -60940 | -2574946 | -1949779 | -1565148 |
Profit Factor | 2.3969 | 2.7565 | 1.8716 | 1.1586 | 0.9289 | 1.4417 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 47.561 | 34.1463 | 60.9756 | 47.561 | 34.1463 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.6427 | 5.3161 | 1.1978 | 1.2775 | 1.7915 | 0.9227 |
Largest Winning Trade | 396538 | 396538 | 77549 | 1301625 | 1301625 | 1014636 |
Largest Losing Trade | -40574 | -39045 | -40574 | -1247802 | -744436 | -1247802 |
Avg Bars in Trades | 69 | 53 | 85 | 69 | 53 | 85 |
Avg Bars in Winners | 99 | 74 | 113 | 99 | 74 | 113 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 5712 | 2205 | 3507 | 5712 | 2205 | 3507 |
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 | 202901 | 316574 | -12173 | -47848 | -584129 | 315420 |
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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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