Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009923.682 | 939758.3318 | 70165.3502 | 249492.4261 | -105308.7485 | 354801.1746 |
Total P&L (%) | 1009.9237 | 939.7583 | 70.1654 | 249.4924 | -105.3087 | 354.8012 |
Avg Daily Profit (%) | 0.4192 | 0.3901 | 0.0291 | 0.052 | 0 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127838 | -96346 | -97043 | -461673 | -571860 | -231054 |
Profit Factor | 2.9097 | 4.2802 | 1.2895 | 1.1368 | 0.9016 | 1.4714 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 37.1429 | 34.2857 | 40 | 37.1429 | 34.2857 | 40 |
Ratio Avg Win / Avg Loss | 4.9242 | 8.2037 | 1.9343 | 1.9239 | 1.7281 | 2.2071 |
Largest Winning Trade | 896981 | 896981 | 63791 | 477514 | 477514 | 243259 |
Largest Losing Trade | -36073 | -36073 | -26968 | -196722 | -196722 | -147281 |
Avg Bars in Trades | 133 | 108 | 159 | 133 | 108 | 159 |
Avg Bars in Winners | 248 | 186 | 300 | 248 | 186 | 300 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 9371 | 3793 | 5578 | 9371 | 3793 | 5578 |
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 | -88310 | 389107 | -156743 | -296209 | -584121 | -110609 |
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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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