Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744617.4522 | 453752.7495 | 290864.7026 | 8371287.388 | 4765757.4993 | 3605529.8887 |
Total P&L (%) | 744.6175 | 453.7528 | 290.8647 | 8371.2874 | 4765.7575 | 3605.5299 |
Avg Daily Profit (%) | 0.5041 | 0.3072 | 0.1969 | 0.301 | 0.2633 | 0.2448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42242 | -42195 | -40808 | -2844774 | -3562555 | -3250281 |
Profit Factor | 3.2508 | 4.0423 | 2.601 | 1.518 | 1.7022 | 1.3846 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 40.5063 | 40 | 41.0256 | 40.5063 | 40 | 41.0256 |
Ratio Avg Win / Avg Loss | 4.7746 | 6.0635 | 3.739 | 2.2296 | 2.5533 | 1.9904 |
Largest Winning Trade | 205435 | 205435 | 76117 | 3487978 | 3280336 | 3487978 |
Largest Losing Trade | -24108 | -21687 | -24108 | -1949986 | -1913063 | -1949986 |
Avg Bars in Trades | 212 | 88 | 339 | 212 | 88 | 339 |
Avg Bars in Winners | 406 | 150 | 663 | 406 | 150 | 663 |
Avg Bars in Losers | 80 | 46 | 114 | 80 | 46 | 114 |
Bars Traded | 16792 | 3535 | 13257 | 16792 | 3535 | 13257 |
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 | -18119 | 423680 | 327067 | -23541 | 285976 | 239888 |
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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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