Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780770.6142 | 550394.9767 | 230375.6375 | 3758047.9114 | 2709140.0293 | 1048907.8822 |
Total P&L (%) | 780.7706 | 550.395 | 230.3756 | 3758.0479 | 2709.14 | 1048.9079 |
Avg Daily Profit (%) | 0.5301 | 0.3737 | 0.1564 | 0.2483 | 0.2267 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96130 | -92103 | -69225 | -4693284 | -1526773 | -4461081 |
Profit Factor | 3.2981 | 4.2879 | 2.3367 | 1.3735 | 1.7621 | 1.1612 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 47.561 | 51.2195 | 43.9024 | 47.561 | 51.2195 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.6364 | 4.0837 | 2.9858 | 1.5143 | 1.6782 | 1.4837 |
Largest Winning Trade | 409866 | 409866 | 70197 | 2708821 | 1635773 | 2708821 |
Largest Losing Trade | -40810 | -32481 | -40810 | -2232395 | -890962 | -2232395 |
Avg Bars in Trades | 35 | 25 | 44 | 35 | 25 | 44 |
Avg Bars in Winners | 50 | 32 | 71 | 50 | 32 | 71 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 2873 | 1042 | 1831 | 2873 | 1042 | 1831 |
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 | 267768 | 621587 | 337065 | 13257 | 434834 | -37831 |
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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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