Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912569.7763 | 703604.9074 | 208964.8689 | 6350322.5582 | 4212087.7297 | 2138234.8285 |
Total P&L (%) | 912.5698 | 703.6049 | 208.9649 | 6350.3226 | 4212.0877 | 2138.2348 |
Avg Daily Profit (%) | 0.3788 | 0.292 | 0.0867 | 0.1731 | 0.1564 | 0.1291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76538 | -76014 | -82783 | -5278464 | -2913984 | -5532610 |
Profit Factor | 2.8315 | 4.0692 | 1.7768 | 1.317 | 1.4679 | 1.1938 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 47.3684 | 44.7368 | 50 | 47.3684 | 44.7368 | 50 |
Ratio Avg Win / Avg Loss | 3.1461 | 5.0266 | 1.7768 | 1.4633 | 1.8133 | 1.1938 |
Largest Winning Trade | 319302 | 319302 | 69369 | 2818346 | 1973147 | 2818346 |
Largest Losing Trade | -54634 | -44945 | -54634 | -4034261 | -1719002 | -4034261 |
Avg Bars in Trades | 123 | 92 | 154 | 123 | 92 | 154 |
Avg Bars in Winners | 184 | 135 | 228 | 184 | 135 | 228 |
Avg Bars in Losers | 69 | 58 | 81 | 69 | 58 | 81 |
Bars Traded | 9410 | 3527 | 5883 | 9410 | 3527 | 5883 |
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 | -39830 | 500509 | -73778 | -46805 | 282667 | -27575 |
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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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