Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900873.1932 | 770292.9752 | 130580.2181 | 999474.2736 | -793747.3064 | 1793221.58 |
Total P&L (%) | 900.8732 | 770.293 | 130.5802 | 999.4743 | -793.7473 | 1793.2216 |
Avg Daily Profit (%) | 0.4665 | 0.3989 | 0.0676 | 0.1242 | 0 | 0.1524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116067 | -91399 | -51814 | -2391110 | -2274561 | -833960 |
Profit Factor | 2.3424 | 3.0256 | 1.4491 | 1.1224 | 0.8521 | 1.6411 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 39.7436 | 33.3333 | 46.1538 | 39.7436 | 33.3333 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.5514 | 6.0512 | 1.6906 | 1.7018 | 1.7041 | 1.9147 |
Largest Winning Trade | 519341 | 519341 | 65007 | 1010424 | 1010424 | 836339 |
Largest Losing Trade | -48176 | -44805 | -48176 | -1063520 | -1063520 | -354040 |
Avg Bars in Trades | 46 | 51 | 42 | 46 | 51 | 42 |
Avg Bars in Winners | 70 | 73 | 69 | 70 | 73 | 69 |
Avg Bars in Losers | 31 | 41 | 18 | 31 | 41 | 18 |
Bars Traded | 3663 | 2021 | 1642 | 3663 | 2021 | 1642 |
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 | -27989 | 326029 | -102011 | -154243 | -584461 | 333489 |
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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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