Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878902.9682 | 640337.8037 | 238565.1644 | 5608924.515 | 3119894.3915 | 2489030.1235 |
Total P&L (%) | 878.903 | 640.3378 | 238.5652 | 5608.9245 | 3119.8944 | 2489.0301 |
Avg Daily Profit (%) | 0.5964 | 0.4345 | 0.1619 | 0.2748 | 0.2359 | 0.221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57565 | -70439 | -38483 | -4759373 | -2349484 | -3069053 |
Profit Factor | 2.9834 | 4.1305 | 2 | 1.4325 | 1.5546 | 1.339 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 30.1075 | 25.5319 | 34.7826 | 30.1075 | 25.5319 | 34.7826 |
Ratio Avg Win / Avg Loss | 6.9258 | 12.0472 | 3.7499 | 3.3255 | 4.5343 | 2.5106 |
Largest Winning Trade | 372000 | 372000 | 77638 | 3827879 | 3629872 | 3827879 |
Largest Losing Trade | -21706 | -21706 | -17983 | -1506165 | -780786 | -1506165 |
Avg Bars in Trades | 45 | 18 | 73 | 45 | 18 | 73 |
Avg Bars in Winners | 120 | 50 | 172 | 120 | 50 | 172 |
Avg Bars in Losers | 13 | 8 | 20 | 13 | 8 | 20 |
Bars Traded | 4261 | 888 | 3373 | 4261 | 888 | 3373 |
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 | 346892 | -10189 | 189041 | 114992 | -16293 | 137033 |
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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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