Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798616.1877 | 553594.439 | 245021.7487 | 6881275.3918 | 1713173.2595 | 5168102.1323 |
Total P&L (%) | 798.6162 | 553.5944 | 245.0217 | 6881.2754 | 1713.1733 | 5168.1021 |
Avg Daily Profit (%) | 0.4199 | 0.2911 | 0.1288 | 0.2235 | 0.1525 | 0.2086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65548 | -88205 | -75514 | -3661038 | -4579335 | -1473266 |
Profit Factor | 2.6637 | 2.9554 | 2.2442 | 1.3771 | 1.1421 | 1.8344 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 45.4545 | 41.0256 | 50 | 45.4545 | 41.0256 | 50 |
Ratio Avg Win / Avg Loss | 3.1964 | 4.2485 | 2.2442 | 1.6525 | 1.6418 | 1.8344 |
Largest Winning Trade | 233478 | 233478 | 61110 | 3395149 | 3395149 | 2150887 |
Largest Losing Trade | -29749 | -29749 | -29245 | -2956423 | -2956423 | -1473266 |
Avg Bars in Trades | 95 | 80 | 112 | 95 | 80 | 112 |
Avg Bars in Winners | 162 | 144 | 176 | 162 | 144 | 176 |
Avg Bars in Losers | 40 | 35 | 47 | 40 | 35 | 47 |
Bars Traded | 7386 | 3128 | 4258 | 7386 | 3128 | 4258 |
Profit Streak | 0 | 0 | 553.0937 | 0 | 0 | 553.0937 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33047 | 395664 | -16174 | -38140 | -58913 | 438801 |
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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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