Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770449.439 | 525756.162 | 244693.277 | 2513206.4335 | -526203.1762 | 3039409.6096 |
Total P&L (%) | 770.4494 | 525.7562 | 244.6933 | 2513.2064 | -526.2032 | 3039.4096 |
Avg Daily Profit (%) | 0.4243 | 0.2895 | 0.1347 | 0.1799 | 0 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70151 | -80219 | -33637 | -3930712 | -4278016 | -1486618 |
Profit Factor | 3.1906 | 3.3891 | 2.8588 | 1.2208 | 0.9264 | 1.7184 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 38.0952 | 28.125 | 48.3871 | 38.0952 | 28.125 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.1847 | 8.6611 | 3.0493 | 1.9837 | 2.3676 | 1.833 |
Largest Winning Trade | 475655 | 475655 | 71057 | 2290379 | 2290379 | 1605938 |
Largest Losing Trade | -26219 | -26219 | -24618 | -881568 | -881568 | -645850 |
Avg Bars in Trades | 55 | 37 | 74 | 55 | 37 | 74 |
Avg Bars in Winners | 114 | 93 | 127 | 114 | 93 | 127 |
Avg Bars in Losers | 19 | 15 | 25 | 19 | 15 | 25 |
Bars Traded | 3511 | 1205 | 2306 | 3511 | 1205 | 2306 |
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 | -139854 | -790 | -8358 | -147331 | -594074 | 379498 |
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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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