Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762877.7049 | 622310.2859 | 140567.419 | 2951697.1684 | 2143999.0651 | 807698.1033 |
Total P&L (%) | 762.8777 | 622.3103 | 140.5674 | 2951.6972 | 2143.9991 | 807.6981 |
Avg Daily Profit (%) | 0.4296 | 0.3504 | 0.0792 | 0.1927 | 0.1753 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109126 | -80604 | -65869 | -2333844 | -1526987 | -1633584 |
Profit Factor | 3.0813 | 4.4435 | 1.7565 | 1.3653 | 1.5787 | 1.1847 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 43.4783 | 44.1176 | 42.8571 | 43.4783 | 44.1176 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.0057 | 5.6284 | 2.342 | 1.775 | 1.9996 | 1.5795 |
Largest Winning Trade | 268770 | 268770 | 78452 | 1647370 | 1391508 | 1647370 |
Largest Losing Trade | -44078 | -25083 | -44078 | -1042106 | -611891 | -1042106 |
Avg Bars in Trades | 98 | 114 | 83 | 98 | 114 | 83 |
Avg Bars in Winners | 140 | 154 | 126 | 140 | 154 | 126 |
Avg Bars in Losers | 67 | 82 | 51 | 67 | 82 | 51 |
Bars Traded | 6825 | 3892 | 2933 | 6825 | 3892 | 2933 |
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 | -92926 | 518603 | -86718 | -99244 | 303118 | -45743 |
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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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