Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1732881.4272 | 1616424.2328 | 116457.1943 | 590588.8888 | -640360.8213 | 1230949.7101 |
Total P&L (%) | 1732.8814 | 1616.4242 | 116.4572 | 590.5889 | -640.3608 | 1230.9497 |
Avg Daily Profit (%) | 0.7274 | 0.6785 | 0.0489 | 0.0811 | 0 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150375 | -162527 | -59358 | -3293239 | -3506491 | -435188 |
Profit Factor | 3.4566 | 4.3426 | 1.525 | 1.0865 | 0.8835 | 1.9248 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 46.988 | 39.0244 | 54.7619 | 46.988 | 39.0244 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.8997 | 6.7854 | 1.2598 | 1.2258 | 1.3805 | 1.5901 |
Largest Winning Trade | 1332223 | 1332223 | 53387 | 1648960 | 1648960 | 579630 |
Largest Losing Trade | -80704 | -80704 | -32955 | -1406239 | -1406239 | -218844 |
Avg Bars in Trades | 108 | 176 | 41 | 108 | 176 | 41 |
Avg Bars in Winners | 129 | 234 | 56 | 129 | 234 | 56 |
Avg Bars in Losers | 89 | 139 | 24 | 89 | 139 | 24 |
Bars Traded | 8984 | 7235 | 1749 | 8984 | 7235 | 1749 |
Profit Streak | 0 | 100.9248 | 0 | 0 | 100.9248 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601479 | 567663 | -125506 | -212047 | -582783 | -43119 |
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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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