Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2097276.1895 | 2073031.7204 | 24244.4691 | 78931.0442 | -465945.4615 | 544876.5058 |
Total P&L (%) | 2097.2762 | 2073.0317 | 24.2445 | 78.931 | -465.9455 | 544.8765 |
Avg Daily Profit (%) | 0.9066 | 0.8961 | 0.0105 | 0.0252 | 0 | 0.0806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165587 | -187341 | -18035 | -2948584 | -3477104 | -162575 |
Profit Factor | 4.7402 | 5.1463 | 1.3989 | 1.0168 | 0.8955 | 3.4156 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 46.5753 | 38.8889 | 54.0541 | 46.5753 | 38.8889 | 54.0541 |
Ratio Avg Win / Avg Loss | 5.4372 | 8.087 | 1.1891 | 1.1664 | 1.4072 | 2.9033 |
Largest Winning Trade | 2012946 | 2012946 | 17589 | 1490221 | 1490221 | 382894 |
Largest Losing Trade | -83784 | -83784 | -10549 | -1589683 | -1589683 | -126213 |
Avg Bars in Trades | 181 | 364 | 3 | 181 | 364 | 3 |
Avg Bars in Winners | 157 | 375 | 4 | 157 | 375 | 4 |
Avg Bars in Losers | 203 | 357 | 2 | 203 | 357 | 2 |
Bars Traded | 13263 | 13133 | 130 | 13263 | 13133 | 130 |
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 | -56746 | 605826 | -181394 | -438870 | -583434 | -77576 |
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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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