Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589147.2789 | 324608.4518 | 264538.8271 | 3225512.2792 | 1366261.156 | 1859251.1232 |
Total P&L (%) | 589.1473 | 324.6085 | 264.5388 | 3225.5123 | 1366.2612 | 1859.2511 |
Avg Daily Profit (%) | 0.3176 | 0.175 | 0.1426 | 0.1891 | 0.1449 | 0.1605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93443 | -113031 | -35389 | -1210797 | -1060629 | -568458 |
Profit Factor | 2.6994 | 2.4245 | 3.2266 | 1.7253 | 1.4469 | 2.3376 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 60.2564 | 61.5385 | 58.9744 | 60.2564 | 61.5385 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.7804 | 1.5153 | 2.2446 | 1.138 | 0.9043 | 1.6261 |
Largest Winning Trade | 198158 | 198158 | 67285 | 891313 | 763189 | 891313 |
Largest Losing Trade | -51684 | -51684 | -20231 | -784781 | -784781 | -402493 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Losers | 34 | 47 | 21 | 34 | 47 | 21 |
Bars Traded | 3334 | 1790 | 1544 | 3334 | 1790 | 1544 |
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 | -22977 | 487548 | 168853 | -27066 | 57419 | 480090 |
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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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