Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818122.9005 | 615852.5518 | 202270.3486 | 2900695.0851 | 2152189.5337 | 748505.5514 |
Total P&L (%) | 818.1229 | 615.8526 | 202.2703 | 2900.6951 | 2152.1895 | 748.5056 |
Avg Daily Profit (%) | 0.5095 | 0.3835 | 0.126 | 0.2121 | 0.1942 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71080 | -82822 | -59239 | -4084128 | -4356609 | -2227093 |
Profit Factor | 2.9012 | 3.3473 | 2.2044 | 1.2162 | 1.2732 | 1.1352 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 46.1538 | 33.3333 | 59.375 | 46.1538 | 33.3333 | 59.375 |
Ratio Avg Win / Avg Loss | 3.3848 | 6.6945 | 1.5083 | 1.4189 | 2.5464 | 0.7767 |
Largest Winning Trade | 345365 | 345365 | 66698 | 4756356 | 4756356 | 1815771 |
Largest Losing Trade | -36438 | -23560 | -36438 | -2155987 | -1459820 | -2155987 |
Avg Bars in Trades | 144 | 121 | 168 | 144 | 121 | 168 |
Avg Bars in Winners | 218 | 223 | 215 | 218 | 223 | 215 |
Avg Bars in Losers | 81 | 70 | 99 | 81 | 70 | 99 |
Bars Traded | 9407 | 4013 | 5394 | 9407 | 4013 | 5394 |
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 | -121550 | 342017 | -19464 | -130060 | 90458 | -87043 |
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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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