Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643097.8876 | 448409.1461 | 194688.7415 | 1835689.07 | 1252360.9544 | 583328.1156 |
Total P&L (%) | 643.0979 | 448.4091 | 194.6887 | 1835.6891 | 1252.361 | 583.3281 |
Avg Daily Profit (%) | 0.4329 | 0.3019 | 0.1311 | 0.1997 | 0.1755 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140399 | -84682 | -71106 | -6645535 | -3992558 | -3569031 |
Profit Factor | 2.571 | 3.0017 | 2.0504 | 1.1362 | 1.1843 | 1.0873 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 33.3333 | 27.0833 | 39.5833 | 33.3333 | 27.0833 | 39.5833 |
Ratio Avg Win / Avg Loss | 5.1419 | 8.0815 | 3.1295 | 2.2724 | 3.1885 | 1.6596 |
Largest Winning Trade | 305159 | 305159 | 75904 | 3217729 | 3217729 | 2847278 |
Largest Losing Trade | -20218 | -20218 | -16498 | -1152112 | -940549 | -1152112 |
Avg Bars in Trades | 59 | 38 | 81 | 59 | 38 | 81 |
Avg Bars in Winners | 142 | 99 | 171 | 142 | 99 | 171 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 5725 | 1825 | 3900 | 5725 | 1825 | 3900 |
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 | 313377 | -6596 | -18125 | -67780 | -29686 | -147130 |
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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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