Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701680.8557 | 563847.2128 | 137833.6429 | 2337983.2952 | 707878.4597 | 1630104.8355 |
Total P&L (%) | 701.6809 | 563.8472 | 137.8336 | 2337.9833 | 707.8785 | 1630.1048 |
Avg Daily Profit (%) | 0.3963 | 0.3185 | 0.0779 | 0.1806 | 0.1181 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113225 | -53599 | -62689 | -6046191 | -3245202 | -3092382 |
Profit Factor | 2.7467 | 3.9107 | 1.6626 | 1.1822 | 1.1113 | 1.2519 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 32.9268 | 34.1463 | 31.7073 | 32.9268 | 34.1463 | 31.7073 |
Ratio Avg Win / Avg Loss | 5.5951 | 7.5422 | 3.5811 | 2.4081 | 2.1432 | 2.6963 |
Largest Winning Trade | 232727 | 232727 | 78913 | 3265447 | 2203057 | 3265447 |
Largest Losing Trade | -25640 | -19576 | -25640 | -1448382 | -1448382 | -912659 |
Avg Bars in Trades | 82 | 75 | 90 | 82 | 75 | 90 |
Avg Bars in Winners | 182 | 145 | 223 | 182 | 145 | 223 |
Avg Bars in Losers | 33 | 39 | 28 | 33 | 39 | 28 |
Bars Traded | 6799 | 3085 | 3713 | 6799 | 3085 | 3713 |
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 | -460 | 357008 | -92935 | -26575 | -138109 | 55020 |
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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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