Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762612.6137 | 550458.2504 | 212154.3633 | 2593649.7373 | 362169.0844 | 2231480.6529 |
Total P&L (%) | 762.6126 | 550.4583 | 212.1544 | 2593.6497 | 362.1691 | 2231.4807 |
Avg Daily Profit (%) | 0.5179 | 0.3738 | 0.1441 | 0.2239 | 0.104 | 0.2141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73652 | -97994 | -54925 | -3830235 | -3450765 | -2064324 |
Profit Factor | 2.709 | 3.0045 | 2.2362 | 1.2369 | 1.0591 | 1.4632 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 41.5584 | 34.2105 | 48.7179 | 41.5584 | 34.2105 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.8095 | 5.7778 | 2.3539 | 1.7394 | 2.0367 | 1.5402 |
Largest Winning Trade | 345135 | 345135 | 75358 | 1910668 | 1910668 | 1513570 |
Largest Losing Trade | -36336 | -36336 | -21883 | -1139945 | -1139945 | -770761 |
Avg Bars in Trades | 111 | 88 | 133 | 111 | 88 | 133 |
Avg Bars in Winners | 170 | 136 | 193 | 170 | 136 | 193 |
Avg Bars in Losers | 69 | 63 | 76 | 69 | 63 | 76 |
Bars Traded | 8559 | 3361 | 5198 | 8559 | 3361 | 5198 |
Profit Streak | 0 | 30.9446 | 0 | 0 | 30.9446 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33637 | 348300 | 110726 | -40509 | -214160 | 355413 |
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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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