Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832473.5608 | 582688.7838 | 249784.777 | 3142488.008 | -741097.7998 | 3883585.8078 |
Total P&L (%) | 832.4736 | 582.6888 | 249.7848 | 3142.488 | -741.0978 | 3883.5858 |
Avg Daily Profit (%) | 0.4595 | 0.3217 | 0.1379 | 0.1922 | 0 | 0.2036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88980 | -75867 | -55165 | -6680616 | -5304333 | -3145751 |
Profit Factor | 3.4954 | 4.3171 | 2.5814 | 1.1676 | 0.9227 | 1.4239 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 39.7727 | 31.8182 | 47.7273 | 39.7727 | 31.8182 | 47.7273 |
Ratio Avg Win / Avg Loss | 5.293 | 9.251 | 2.8273 | 1.768 | 1.9773 | 1.5596 |
Largest Winning Trade | 566512 | 566512 | 71314 | 2435319 | 2435319 | 2235243 |
Largest Losing Trade | -14742 | -13744 | -14742 | -1100031 | -1100031 | -987102 |
Avg Bars in Trades | 78 | 56 | 101 | 78 | 56 | 101 |
Avg Bars in Winners | 159 | 116 | 188 | 159 | 116 | 188 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 6951 | 2469 | 4482 | 6951 | 2469 | 4482 |
Profit Streak | 0 | 0 | 17.5419 | 0 | 0 | 17.5419 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475193 | 336942 | -4291 | -30852 | -585012 | 351472 |
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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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