Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839895.9619 | 687119.8303 | 152776.1316 | 1294824.5785 | -261606.2995 | 1556430.878 |
Total P&L (%) | 839.896 | 687.1198 | 152.7761 | 1294.8246 | -261.6063 | 1556.4309 |
Avg Daily Profit (%) | 0.4538 | 0.3713 | 0.0825 | 0.1425 | 0 | 0.1518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92525 | -79914 | -47256 | -1146868 | -928195 | -588892 |
Profit Factor | 2.9137 | 3.7281 | 1.8168 | 1.2579 | 0.9145 | 1.7933 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 39.1304 | 31.4286 | 47.0588 | 39.1304 | 31.4286 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.5324 | 8.1341 | 2.0439 | 1.9568 | 1.9952 | 2.0175 |
Largest Winning Trade | 620501 | 620501 | 65915 | 711843 | 711843 | 674989 |
Largest Losing Trade | -28026 | -26889 | -28026 | -298093 | -263233 | -298093 |
Avg Bars in Trades | 155 | 129 | 182 | 155 | 129 | 182 |
Avg Bars in Winners | 290 | 287 | 292 | 290 | 287 | 292 |
Avg Bars in Losers | 69 | 57 | 84 | 69 | 57 | 84 |
Bars Traded | 10745 | 4548 | 6198 | 10745 | 4548 | 6198 |
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 | -94734 | 328744 | -80460 | -111971 | -585232 | 355179 |
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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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