Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920217.2048 | 689712.663 | 230504.5418 | 10131420.1109 | -224447.2699 | 10355867.3808 |
Total P&L (%) | 920.2172 | 689.7127 | 230.5045 | 10131.4201 | -224.4473 | 10355.8674 |
Avg Daily Profit (%) | 0.389 | 0.2916 | 0.0975 | 0.1959 | 0 | 0.1968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90949 | -74267 | -74851 | -1628247 | -2502294 | -340856 |
Profit Factor | 3.106 | 3.9007 | 2.1573 | 2.1518 | 0.9693 | 7.9229 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 56.8182 | 52.2727 | 61.3636 | 56.8182 | 52.2727 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.3606 | 3.5615 | 1.3583 | 1.6353 | 0.885 | 4.9885 |
Largest Winning Trade | 254703 | 254703 | 54894 | 3688487 | 2637022 | 3688487 |
Largest Losing Trade | -71911 | -37835 | -71911 | -1628247 | -1628247 | -319402 |
Avg Bars in Trades | 76 | 87 | 64 | 76 | 87 | 64 |
Avg Bars in Winners | 94 | 113 | 78 | 94 | 113 | 78 |
Avg Bars in Losers | 51 | 60 | 40 | 51 | 60 | 40 |
Bars Traded | 6689 | 3868 | 2822 | 6689 | 3868 | 2822 |
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 | 601448 | 581849 | -58347 | 475711 | -580424 | 650518 |
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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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