Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694166.5685 | 588012.7761 | 106153.7924 | 650015.1356 | 471565.4746 | 178449.661 |
Total P&L (%) | 694.1666 | 588.0128 | 106.1538 | 650.0151 | 471.5655 | 178.4497 |
Avg Daily Profit (%) | 0.2776 | 0.2352 | 0.0425 | 0.0806 | 0.0697 | 0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107738 | -121652 | -54000 | -1363581 | -1136783 | -738605 |
Profit Factor | 2.2897 | 3.0121 | 1.4315 | 1.1702 | 1.2195 | 1.1069 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 38.4615 | 35.8974 | 41.0256 | 38.4615 | 35.8974 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.6636 | 5.3788 | 2.0578 | 1.8724 | 2.1777 | 1.5911 |
Largest Winning Trade | 492298 | 492298 | 56237 | 736355 | 736355 | 433659 |
Largest Losing Trade | -35693 | -35693 | -30246 | -338309 | -338309 | -329923 |
Avg Bars in Trades | 185 | 157 | 212 | 185 | 157 | 212 |
Avg Bars in Winners | 302 | 293 | 309 | 302 | 293 | 309 |
Avg Bars in Losers | 111 | 81 | 145 | 111 | 81 | 145 |
Bars Traded | 14433 | 6141 | 8291 | 14433 | 6141 | 8291 |
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 | -30204 | 310616 | -137664 | -160317 | -104569 | -243531 |
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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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