Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760794.1797 | 525014.4737 | 235779.706 | 3469127.2978 | 2273216.3026 | 1195910.9952 |
Total P&L (%) | 760.7942 | 525.0145 | 235.7797 | 3469.1273 | 2273.2163 | 1195.911 |
Avg Daily Profit (%) | 0.4369 | 0.3015 | 0.1354 | 0.2055 | 0.182 | 0.1472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63533 | -69316 | -39583 | -4262475 | -3394279 | -2541790 |
Profit Factor | 2.1751 | 2.635 | 1.7226 | 1.2029 | 1.2926 | 1.1282 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 57 | 21 | 36 | 57 | 21 | 36 |
Losing Trades | 76 | 46 | 30 | 76 | 46 | 30 |
Profitability (%) | 42.8571 | 31.3433 | 54.5455 | 42.8571 | 31.3433 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.9002 | 5.7718 | 1.4355 | 1.6039 | 2.8315 | 0.9402 |
Largest Winning Trade | 286422 | 286422 | 60389 | 2692253 | 2692253 | 1447422 |
Largest Losing Trade | -24553 | -22544 | -24553 | -1644889 | -1010814 | -1644889 |
Avg Bars in Trades | 154 | 129 | 178 | 154 | 129 | 178 |
Avg Bars in Winners | 263 | 242 | 275 | 263 | 242 | 275 |
Avg Bars in Losers | 71 | 78 | 62 | 71 | 78 | 62 |
Bars Traded | 20487 | 8691 | 11796 | 20487 | 8691 | 11796 |
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 | 423913 | -110282 | -133707 | 225397 | -115179 | -200855 |
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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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