Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621323.3982 | 355572.2916 | 265751.1067 | 1941342.4918 | -56393.8797 | 1997736.3715 |
Total P&L (%) | 621.3234 | 355.5723 | 265.7511 | 1941.3425 | -56.3939 | 1997.7364 |
Avg Daily Profit (%) | 0.3415 | 0.1954 | 0.1461 | 0.1659 | -0.0456 | 0.1674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87233 | -131407 | -28581 | -1687774 | -1670924 | -691775 |
Profit Factor | 2.5409 | 2.1617 | 3.7356 | 1.3214 | 0.9865 | 2.0744 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 39.2405 | 25.641 | 52.5 | 39.2405 | 25.641 | 52.5 |
Ratio Avg Win / Avg Loss | 3.9343 | 6.2689 | 3.3799 | 2.046 | 2.8609 | 1.8768 |
Largest Winning Trade | 296329 | 296329 | 61973 | 1213940 | 1213940 | 1156965 |
Largest Losing Trade | -29023 | -29023 | -17511 | -476271 | -458246 | -476271 |
Avg Bars in Trades | 42 | 47 | 37 | 42 | 47 | 37 |
Avg Bars in Winners | 66 | 101 | 50 | 66 | 101 | 50 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 3358 | 1852 | 1506 | 3358 | 1852 | 1506 |
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 | -21370 | -15274 | 329630 | -26389 | -604969 | 433985 |
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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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