Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429443.7079 | 1339932.1276 | 89511.5803 | 200163.8011 | -787273.8887 | 987437.6898 |
Total P&L (%) | 1429.4437 | 1339.9321 | 89.5116 | 200.1638 | -787.2739 | 987.4377 |
Avg Daily Profit (%) | 0.6057 | 0.5678 | 0.0379 | 0.0466 | 0 | 0.1012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145133 | -150294 | -74738 | -2505455 | -2844240 | -576054 |
Profit Factor | 3.2099 | 4.8514 | 1.2994 | 1.0343 | 0.7913 | 1.4787 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.7167 | 6.849 | 1.2376 | 1.1976 | 1.1171 | 1.4083 |
Largest Winning Trade | 1366474 | 1366474 | 64027 | 1055214 | 1055214 | 818920 |
Largest Losing Trade | -62147 | -33523 | -62147 | -727668 | -727668 | -470886 |
Avg Bars in Trades | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Winners | 78 | 66 | 87 | 78 | 66 | 87 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 4654 | 2009 | 2645 | 4654 | 2009 | 2645 |
Profit Streak | 0 | 0 | 81.6319 | 0 | 0 | 81.6319 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267839 | 560988 | -141402 | -323681 | -582395 | -55568 |
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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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