Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732828.1087 | 579654.2294 | 153173.8793 | 1194834.1997 | 685819.6621 | 509014.5376 |
Total P&L (%) | 732.8281 | 579.6542 | 153.1739 | 1194.8342 | 685.8197 | 509.0145 |
Avg Daily Profit (%) | 0.4585 | 0.3627 | 0.0958 | 0.1604 | 0.1291 | 0.1131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86924 | -97273 | -44087 | -1909022 | -2050350 | -485066 |
Profit Factor | 2.5552 | 2.9376 | 1.8903 | 1.2453 | 1.2149 | 1.3029 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 37.5 | 33.3333 | 41.6667 | 37.5 | 33.3333 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.2587 | 5.8752 | 2.6464 | 2.0755 | 2.4299 | 1.8241 |
Largest Winning Trade | 354676 | 354676 | 69737 | 1687048 | 1687048 | 618848 |
Largest Losing Trade | -29329 | -22670 | -29329 | -610036 | -610036 | -409510 |
Avg Bars in Trades | 129 | 107 | 151 | 129 | 107 | 151 |
Avg Bars in Winners | 245 | 231 | 255 | 245 | 231 | 255 |
Avg Bars in Losers | 60 | 45 | 77 | 60 | 45 | 77 |
Bars Traded | 9350 | 3886 | 5464 | 9350 | 3886 | 5464 |
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 | -73519 | 307959 | -64670 | -80079 | -26094 | -43606 |
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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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