Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829528.3508 | 570483.5365 | 259044.8144 | 3382685.1486 | -1081127.3318 | 4463812.4804 |
Total P&L (%) | 829.5284 | 570.4835 | 259.0448 | 3382.6851 | -1081.1273 | 4463.8125 |
Avg Daily Profit (%) | 0.4568 | 0.3141 | 0.1426 | 0.1957 | 0 | 0.2106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81172 | -69811 | -30221 | -4975111 | -5945454 | -1919827 |
Profit Factor | 3.2647 | 3.3003 | 3.1901 | 1.199 | 0.9034 | 1.769 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 34.1176 | 25.5814 | 42.8571 | 34.1176 | 25.5814 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.3043 | 9.6009 | 4.2535 | 2.3153 | 2.6281 | 2.3587 |
Largest Winning Trade | 518920 | 518920 | 69533 | 2612659 | 2336092 | 2612659 |
Largest Losing Trade | -27403 | -27403 | -15950 | -2316513 | -2316513 | -978858 |
Avg Bars in Trades | 60 | 56 | 63 | 60 | 56 | 63 |
Avg Bars in Winners | 132 | 143 | 126 | 132 | 143 | 126 |
Avg Bars in Losers | 22 | 26 | 16 | 22 | 26 | 16 |
Bars Traded | 5105 | 2440 | 2665 | 5105 | 2440 | 2665 |
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 | 378866 | -11878 | 27028 | 55356 | -605201 | 314944 |
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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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