Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694300.1439 | 491309.7174 | 202990.4265 | 1416599.3079 | 544895.7954 | 871703.5125 |
Total P&L (%) | 694.3001 | 491.3097 | 202.9904 | 1416.5993 | 544.8958 | 871.7035 |
Avg Daily Profit (%) | 0.4703 | 0.3328 | 0.1375 | 0.1843 | 0.1263 | 0.1541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106420 | -87311 | -52236 | -1432017 | -1229625 | -477554 |
Profit Factor | 2.348 | 2.6463 | 1.9371 | 1.345 | 1.2097 | 1.5783 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 43.4211 | 28.9474 | 57.8947 | 43.4211 | 28.9474 | 57.8947 |
Ratio Avg Win / Avg Loss | 3.0596 | 6.4954 | 1.4088 | 1.7526 | 2.9692 | 1.1479 |
Largest Winning Trade | 297253 | 297253 | 73128 | 1232633 | 1232633 | 527177 |
Largest Losing Trade | -37957 | -23263 | -37957 | -354913 | -354913 | -351439 |
Avg Bars in Trades | 229 | 140 | 318 | 229 | 140 | 318 |
Avg Bars in Winners | 386 | 267 | 445 | 386 | 267 | 445 |
Avg Bars in Losers | 108 | 89 | 142 | 108 | 89 | 142 |
Bars Traded | 17430 | 5344 | 12085 | 17430 | 5344 | 12085 |
Profit Streak | 0 | 0 | 17.0809 | 0 | 0 | 17.0809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41516 | 50367 | -5314 | -46962 | -35716 | 397334 |
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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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