Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717080.3869 | 535967.2479 | 181113.139 | 2952885.0297 | 581297.2646 | 2371587.7651 |
Total P&L (%) | 717.0804 | 535.9672 | 181.1131 | 2952.885 | 581.2973 | 2371.5878 |
Avg Daily Profit (%) | 0.4432 | 0.3313 | 0.1119 | 0.2115 | 0.1187 | 0.1984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132360 | -100331 | -67070 | -4838435 | -4016498 | -2049017 |
Profit Factor | 2.646 | 3.4136 | 1.848 | 1.1962 | 1.0699 | 1.3517 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 52.7778 | 47.2222 | 58.3333 | 52.7778 | 47.2222 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.3675 | 3.8152 | 1.32 | 1.0702 | 1.1958 | 0.9655 |
Largest Winning Trade | 199632 | 199632 | 59503 | 2578179 | 2578179 | 2295587 |
Largest Losing Trade | -41079 | -41079 | -37947 | -1877416 | -1877416 | -1434791 |
Avg Bars in Trades | 259 | 232 | 286 | 259 | 232 | 286 |
Avg Bars in Winners | 337 | 302 | 365 | 337 | 302 | 365 |
Avg Bars in Losers | 173 | 170 | 176 | 173 | 170 | 176 |
Bars Traded | 18702 | 8383 | 10319 | 18702 | 8383 | 10319 |
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 | -67976 | 525797 | -40084 | -79764 | -178852 | 282092 |
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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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