Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670708.2193 | 452606.2798 | 218101.9395 | 2989775.1693 | 813068.4592 | 2176706.7102 |
Total P&L (%) | 670.7082 | 452.6063 | 218.1019 | 2989.7752 | 813.0685 | 2176.7067 |
Avg Daily Profit (%) | 0.3103 | 0.2094 | 0.1009 | 0.1588 | 0.1024 | 0.1447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75277 | -78693 | -69762 | -2998174 | -1834658 | -1163516 |
Profit Factor | 1.8033 | 1.9457 | 1.612 | 1.2806 | 1.1225 | 1.5415 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 93 | 54 | 39 | 93 | 54 | 39 |
Profitability (%) | 43.6364 | 34.9398 | 52.439 | 43.6364 | 34.9398 | 52.439 |
Ratio Avg Win / Avg Loss | 2.3293 | 3.6231 | 1.4621 | 1.654 | 2.0902 | 1.3981 |
Largest Winning Trade | 98366 | 98366 | 42482 | 2042373 | 2042373 | 1039592 |
Largest Losing Trade | -41570 | -37353 | -41570 | -691702 | -691702 | -471891 |
Avg Bars in Trades | 76 | 87 | 64 | 76 | 87 | 64 |
Avg Bars in Winners | 105 | 126 | 90 | 105 | 126 | 90 |
Avg Bars in Losers | 54 | 66 | 36 | 54 | 66 | 36 |
Bars Traded | 12595 | 7288 | 5307 | 12595 | 7288 | 5307 |
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 | 388466 | 187493 | -60470 | 257462 | -146745 | -2045 |
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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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