Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864651.332 | 674780.7536 | 189870.5783 | 5503808.0018 | -100381.796 | 5604189.7978 |
Total P&L (%) | 864.6513 | 674.7808 | 189.8706 | 5503.808 | -100.3818 | 5604.1898 |
Avg Daily Profit (%) | 0.357 | 0.2786 | 0.0784 | 0.1664 | 0 | 0.1671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72086 | -66824 | -80098 | -3674853 | -3707603 | -1626000 |
Profit Factor | 2.8253 | 3.836 | 1.8053 | 1.355 | 0.9895 | 1.9461 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 35.7143 | 28.5714 | 42.8571 | 35.7143 | 28.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.0856 | 9.5899 | 2.4071 | 2.4389 | 2.4738 | 2.5948 |
Largest Winning Trade | 297901 | 297901 | 71440 | 2610519 | 2250185 | 2610519 |
Largest Losing Trade | -29464 | -20614 | -29464 | -995055 | -995055 | -566478 |
Avg Bars in Trades | 111 | 92 | 130 | 111 | 92 | 130 |
Avg Bars in Winners | 232 | 213 | 244 | 232 | 213 | 244 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 9374 | 3900 | 5474 | 9374 | 3900 | 5474 |
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 | 339894 | 58325 | -87590 | 142204 | -592031 | 313859 |
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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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