Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029967.5981 | 937098.9607 | 92868.6373 | 293537.582 | 19582.2308 | 273955.3512 |
Total P&L (%) | 1029.9676 | 937.099 | 92.8686 | 293.5376 | 19.5822 | 273.9554 |
Avg Daily Profit (%) | 0.5578 | 0.5075 | 0.0503 | 0.0742 | 0.0097 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72349 | -115716 | -41733 | -746698 | -980770 | -373396 |
Profit Factor | 3.1398 | 4.7636 | 1.3997 | 1.077 | 1.0096 | 1.1543 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 40.5063 | 41.0256 | 40 | 40.5063 | 41.0256 | 40 |
Ratio Avg Win / Avg Loss | 4.6116 | 6.8476 | 2.0995 | 1.5819 | 1.4513 | 1.7314 |
Largest Winning Trade | 981012 | 981012 | 46534 | 741114 | 741114 | 270275 |
Largest Losing Trade | -40261 | -40261 | -31656 | -347290 | -347290 | -246532 |
Avg Bars in Trades | 90 | 84 | 95 | 90 | 84 | 95 |
Avg Bars in Winners | 151 | 114 | 187 | 151 | 114 | 187 |
Avg Bars in Losers | 48 | 63 | 34 | 48 | 63 | 34 |
Bars Traded | 7128 | 3304 | 3824 | 7128 | 3304 | 3824 |
Profit Streak | 0 | 88.7907 | 0 | 0 | 88.7907 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17873 | 553557 | -127804 | -263477 | -399908 | -151111 |
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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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