Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782203.1453 | 616051.7928 | 166151.3525 | 3403615.2669 | 1558573.0615 | 1845042.2054 |
Total P&L (%) | 782.2031 | 616.0518 | 166.1514 | 3403.6153 | 1558.5731 | 1845.0422 |
Avg Daily Profit (%) | 0.4193 | 0.3302 | 0.0891 | 0.1908 | 0.1507 | 0.1592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78129 | -48321 | -44470 | -4430488 | -2490635 | -1939853 |
Profit Factor | 3.1248 | 4.3989 | 1.889 | 1.2876 | 1.2549 | 1.3225 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 32.3232 | 28 | 36.7347 | 32.3232 | 28 | 36.7347 |
Ratio Avg Win / Avg Loss | 6.5425 | 11.3115 | 3.2533 | 2.6959 | 3.227 | 2.2776 |
Largest Winning Trade | 477265 | 477265 | 59463 | 2714273 | 2714273 | 2254494 |
Largest Losing Trade | -17387 | -14327 | -17387 | -1068297 | -660541 | -1068297 |
Avg Bars in Trades | 54 | 41 | 66 | 54 | 41 | 66 |
Avg Bars in Winners | 134 | 110 | 153 | 134 | 110 | 153 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 5373 | 2091 | 3282 | 5373 | 2091 | 3282 |
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 | 333789 | -180420 | -75539 | 88832 | -188390 | 142520 |
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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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