Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2245732.465 | 2160991.7968 | 84740.6682 | 782558.8594 | 5272590.4657 | -4490031.6063 |
Total P&L (%) | 2245.7325 | 2160.9918 | 84.7407 | 782.5589 | 5272.5905 | -4490.0316 |
Avg Daily Profit (%) | 0.9706 | 0.934 | 0.0366 | 0.0942 | 0.1723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158307 | -161740 | -102690 | -10900517 | -6693993 | -7781935 |
Profit Factor | 3.8797 | 6.2401 | 1.2306 | 1.0301 | 1.4065 | 0.6559 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 40.5063 | 35 | 46.1538 | 40.5063 | 35 | 46.1538 |
Ratio Avg Win / Avg Loss | 5.6983 | 11.5887 | 1.4357 | 1.5129 | 2.612 | 0.7652 |
Largest Winning Trade | 1839647 | 1839647 | 78520 | 7376378 | 7376378 | 1940352 |
Largest Losing Trade | -54136 | -31919 | -54136 | -6378986 | -2090260 | -6378986 |
Avg Bars in Trades | 169 | 153 | 186 | 169 | 153 | 186 |
Avg Bars in Winners | 257 | 244 | 268 | 257 | 244 | 268 |
Avg Bars in Losers | 109 | 103 | 115 | 109 | 103 | 115 |
Bars Traded | 13381 | 6120 | 7261 | 13381 | 6120 | 7261 |
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 | -14682 | 576194 | -145786 | -288135 | 138306 | -582253 |
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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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