Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798186.4152 | 611335.6446 | 186850.7706 | 1116410.0908 | 111239.8407 | 1005170.25 |
Total P&L (%) | 798.1864 | 611.3356 | 186.8508 | 1116.4101 | 111.2398 | 1005.1703 |
Avg Daily Profit (%) | 0.5364 | 0.4108 | 0.1256 | 0.1681 | 0.0503 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113697 | -150752 | -43201 | -1266346 | -1431623 | -661328 |
Profit Factor | 2.4642 | 2.8019 | 1.9076 | 1.1877 | 1.0322 | 1.403 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 39.2405 | 30.7692 | 47.5 | 39.2405 | 30.7692 | 47.5 |
Ratio Avg Win / Avg Loss | 3.8155 | 6.3043 | 2.1084 | 1.839 | 2.3225 | 1.5507 |
Largest Winning Trade | 428055 | 428055 | 63068 | 1309290 | 1309290 | 582363 |
Largest Losing Trade | -35556 | -35556 | -28571 | -564379 | -564379 | -487146 |
Avg Bars in Trades | 73 | 68 | 79 | 73 | 68 | 79 |
Avg Bars in Winners | 120 | 106 | 129 | 120 | 106 | 129 |
Avg Bars in Losers | 43 | 50 | 33 | 43 | 50 | 33 |
Bars Traded | 5823 | 2654 | 3169 | 5823 | 2654 | 3169 |
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 | -19852 | 278265 | -22699 | -40668 | -317232 | 309240 |
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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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