Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844830.4552 | 656022.5843 | 188807.8709 | 1570373.688 | 384686.783 | 1185686.905 |
Total P&L (%) | 844.8305 | 656.0226 | 188.8079 | 1570.3737 | 384.6868 | 1185.6869 |
Avg Daily Profit (%) | 0.5733 | 0.4452 | 0.1281 | 0.1912 | 0.1072 | 0.1735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108896 | -72547 | -42630 | -2759426 | -2374313 | -917980 |
Profit Factor | 2.5195 | 3.1137 | 1.7687 | 1.1669 | 1.069 | 1.3097 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 41.1765 | 32.3529 | 50 | 41.1765 | 32.3529 | 50 |
Ratio Avg Win / Avg Loss | 3.5993 | 6.5105 | 1.7687 | 1.667 | 2.2351 | 1.3097 |
Largest Winning Trade | 418013 | 418013 | 74544 | 2268128 | 2268128 | 989341 |
Largest Losing Trade | -37659 | -24640 | -37659 | -940899 | -940899 | -637016 |
Avg Bars in Trades | 62 | 36 | 87 | 62 | 36 | 87 |
Avg Bars in Winners | 111 | 63 | 142 | 111 | 63 | 142 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 4234 | 1256 | 2978 | 4234 | 1256 | 2978 |
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 | -101178 | 331296 | -18641 | -145040 | -200368 | 285715 |
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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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