Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1921574.0629 | 2034672.4954 | -113098.4325 | -109897.6668 | 427598.6257 | -537496.2925 |
Total P&L (%) | 1921.5741 | 2034.6725 | -113.0984 | -109.8977 | 427.5986 | -537.4963 |
Avg Daily Profit (%) | 0.8089 | 0.8565 | -0.0476 | 0 | 0.07 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312065 | -189810 | -149592 | -2338601 | -1527959 | -965126 |
Profit Factor | 3.1247 | 5.0421 | 0.718 | 0.9631 | 1.2357 | 0.5394 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 15 | 17 | 44 | 23 | 21 |
Losing Trades | 45 | 23 | 22 | 33 | 15 | 18 |
Profitability (%) | 41.5584 | 39.4737 | 43.5897 | 57.1429 | 60.5263 | 53.8462 |
Ratio Avg Win / Avg Loss | 4.3942 | 7.7312 | 0.9291 | 0.7224 | 0.8059 | 0.4623 |
Largest Winning Trade | 1786633 | 1786633 | 60077 | 1558761 | 1558761 | 262971 |
Largest Losing Trade | -137935 | -78320 | -137935 | -1341766 | -1341766 | -603396 |
Avg Bars in Trades | 117 | 172 | 63 | 117 | 172 | 63 |
Avg Bars in Winners | 183 | 271 | 105 | 70 | 108 | 29 |
Avg Bars in Losers | 70 | 108 | 31 | 179 | 271 | 102 |
Bars Traded | 9040 | 6570 | 2470 | 9040 | 6570 | 2470 |
Profit Streak | 0 | 0 | 0 | 206.0589 | 258.0589 | 206.0589 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30415 | 610570 | -583250 | -624415 | -98668 | -578898 |
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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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