Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696285.5983 | 467350.8621 | 228934.7362 | 2342427.1988 | 569520.5236 | 1772906.6752 |
Total P&L (%) | 696.2856 | 467.3509 | 228.9347 | 2342.4272 | 569.5205 | 1772.9067 |
Avg Daily Profit (%) | 0.3979 | 0.2671 | 0.1308 | 0.1828 | 0.1087 | 0.1676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94599 | -140225 | -27057 | -1089157 | -851952 | -443500 |
Profit Factor | 2.4517 | 2.4127 | 2.5384 | 1.6385 | 1.2205 | 2.6323 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 45.0704 | 30.5556 | 60 | 45.0704 | 30.5556 | 60 |
Ratio Avg Win / Avg Loss | 2.988 | 5.4835 | 1.6923 | 1.9969 | 2.7739 | 1.7548 |
Largest Winning Trade | 219226 | 219226 | 61029 | 660721 | 657764 | 660721 |
Largest Losing Trade | -30032 | -26181 | -30032 | -508503 | -508503 | -344217 |
Avg Bars in Trades | 144 | 122 | 167 | 144 | 122 | 167 |
Avg Bars in Winners | 223 | 235 | 217 | 223 | 235 | 217 |
Avg Bars in Losers | 79 | 72 | 91 | 79 | 72 | 91 |
Bars Traded | 10261 | 4412 | 5849 | 10261 | 4412 | 5849 |
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 | -78793 | 188183 | -12236 | -82201 | -54282 | 506439 |
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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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