Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827752.0495 | 737225.1312 | 90526.9183 | 2474326.2222 | 2019345.472 | 454980.7502 |
Total P&L (%) | 827.752 | 737.2251 | 90.5269 | 2474.3262 | 2019.3455 | 454.9808 |
Avg Daily Profit (%) | 0.4558 | 0.4059 | 0.0498 | 0.179 | 0.1683 | 0.0944 |
Buy And Hold Return (%) | 260.8842 | 260.8842 | 260.8842 | 260.8842 | 260.8842 | 260.8842 |
Max Trade Drawdown | -108455 | -73629 | -54451 | -5672503 | -4233029 | -2176413 |
Profit Factor | 2.6618 | 3.5085 | 1.4433 | 1.2136 | 1.2957 | 1.0958 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 41.5584 | 42.1053 | 41.0256 | 41.5584 | 42.1053 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.7432 | 4.8242 | 2.0748 | 1.7067 | 1.7815 | 1.5751 |
Largest Winning Trade | 286778 | 286778 | 68126 | 3964079 | 3964079 | 1075394 |
Largest Losing Trade | -39215 | -39215 | -23340 | -1860160 | -1860160 | -1127903 |
Avg Bars in Trades | 135 | 126 | 144 | 135 | 126 | 144 |
Avg Bars in Winners | 225 | 206 | 244 | 225 | 206 | 244 |
Avg Bars in Losers | 71 | 68 | 74 | 71 | 68 | 74 |
Bars Traded | 10427 | 4811 | 5617 | 10427 | 4811 | 5617 |
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 | -37216 | 366333 | -293522 | -41034 | 211605 | -193081 |
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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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