Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003295.246 | 812012.9566 | 191282.2893 | 4674069.9135 | -907031.9016 | 5581101.8152 |
Total P&L (%) | 1003.2952 | 812.013 | 191.2823 | 4674.0699 | -907.0319 | 5581.1018 |
Avg Daily Profit (%) | 0.517 | 0.4184 | 0.0986 | 0.1994 | 0 | 0.2084 |
Buy And Hold Return (%) | 13.5045 | 13.5045 | 13.5045 | 13.5045 | 13.5045 | 13.5045 |
Max Trade Drawdown | -72830 | -93531 | -39994 | -5134377 | -3231846 | -3384793 |
Profit Factor | 2.7389 | 3.5775 | 1.7303 | 1.2838 | 0.9055 | 1.8118 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 39.3939 | 28 | 51.0204 | 39.3939 | 28 | 51.0204 |
Ratio Avg Win / Avg Loss | 4.2137 | 9.1992 | 1.6611 | 1.9751 | 2.3284 | 1.7394 |
Largest Winning Trade | 537754 | 537754 | 45569 | 2628799 | 2628799 | 1960807 |
Largest Losing Trade | -35862 | -22028 | -35862 | -2599349 | -1151795 | -2599349 |
Avg Bars in Trades | 230 | 195 | 265 | 230 | 195 | 265 |
Avg Bars in Winners | 401 | 414 | 394 | 401 | 414 | 394 |
Avg Bars in Losers | 118 | 110 | 131 | 118 | 110 | 131 |
Bars Traded | 22785 | 9773 | 13012 | 22785 | 9773 | 13012 |
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 | 436051 | -180269 | -57871 | 189633 | -774925 | 423904 |
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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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