Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692378.0567 | 572285.8059 | 120092.2509 | 1403570.9212 | 331188.4442 | 1072382.477 |
Total P&L (%) | 692.3781 | 572.2858 | 120.0923 | 1403.5709 | 331.1884 | 1072.3825 |
Avg Daily Profit (%) | 0.2769 | 0.2289 | 0.048 | 0.1084 | 0.0585 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93245 | -57770 | -56903 | -3115252 | -1983159 | -2088071 |
Profit Factor | 2.3786 | 3.332 | 1.4676 | 1.1232 | 1.0581 | 1.1885 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 47.7612 | 44.1176 | 51.5152 | 47.7612 | 44.1176 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.6016 | 4.2206 | 1.3813 | 1.2285 | 1.3402 | 1.1186 |
Largest Winning Trade | 316176 | 316176 | 45926 | 1507950 | 1507950 | 1239873 |
Largest Losing Trade | -46900 | -46900 | -41622 | -1732584 | -786111 | -1732584 |
Avg Bars in Trades | 107 | 73 | 141 | 107 | 73 | 141 |
Avg Bars in Winners | 155 | 107 | 197 | 155 | 107 | 197 |
Avg Bars in Losers | 63 | 46 | 83 | 63 | 46 | 83 |
Bars Traded | 7188 | 2503 | 4685 | 7188 | 2503 | 4685 |
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 | -108922 | 444612 | -127494 | -254933 | -273804 | -74091 |
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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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