Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734634.2127 | 566046.0392 | 168588.1735 | 1854125.8979 | 2833083.273 | -978957.3751 |
Total P&L (%) | 734.6342 | 566.046 | 168.5882 | 1854.1259 | 2833.0833 | -978.9574 |
Avg Daily Profit (%) | 0.3041 | 0.2343 | 0.0698 | 0.1231 | 0.14 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145652 | -72308 | -85504 | -3377161 | -986241 | -2703152 |
Profit Factor | 2.7837 | 4.2536 | 1.7087 | 1.267 | 2.2273 | 0.7888 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 57.8947 | 57.8947 | 57.8947 | 57.8947 | 57.8947 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.0245 | 3.0935 | 1.2427 | 0.9215 | 1.6199 | 0.5737 |
Largest Winning Trade | 321023 | 321023 | 70369 | 1700426 | 1700426 | 1066484 |
Largest Losing Trade | -79933 | -50062 | -79933 | -2511744 | -341184 | -2511744 |
Avg Bars in Trades | 120 | 61 | 178 | 120 | 61 | 178 |
Avg Bars in Winners | 146 | 76 | 216 | 146 | 76 | 216 |
Avg Bars in Losers | 83 | 40 | 127 | 83 | 40 | 127 |
Bars Traded | 9133 | 2335 | 6798 | 9133 | 2335 | 6798 |
Profit Streak | 0 | 0 | 140.5695 | 0 | 0 | 140.5695 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38236 | 598141 | -96022 | -82484 | -504 | -579170 |
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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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