Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813824.9348 | 569738.0319 | 244086.9029 | 6219958.6292 | 2299762.2353 | 3920196.3938 |
Total P&L (%) | 813.8249 | 569.738 | 244.0869 | 6219.9586 | 2299.7622 | 3920.1964 |
Avg Daily Profit (%) | 0.428 | 0.2997 | 0.1284 | 0.2183 | 0.1673 | 0.1945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91640 | -96389 | -91633 | -2930613 | -3420151 | -1327582 |
Profit Factor | 2.8015 | 3.0254 | 2.432 | 1.5125 | 1.2799 | 1.9999 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 45.4545 | 43.5897 | 47.3684 | 45.4545 | 43.5897 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.3618 | 3.9152 | 2.7022 | 1.815 | 1.6563 | 2.2221 |
Largest Winning Trade | 228487 | 228487 | 58141 | 2862414 | 2862414 | 1817120 |
Largest Losing Trade | -31353 | -27789 | -31353 | -2432129 | -2432129 | -1327582 |
Avg Bars in Trades | 143 | 120 | 168 | 143 | 120 | 168 |
Avg Bars in Winners | 242 | 201 | 282 | 242 | 201 | 282 |
Avg Bars in Losers | 61 | 57 | 65 | 61 | 57 | 65 |
Bars Traded | 11081 | 4697 | 6384 | 11081 | 4697 | 6384 |
Profit Streak | 0 | 0 | 547.6173 | 0 | 0 | 547.6173 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32711 | 439062 | -17429 | -37357 | 228883 | 409102 |
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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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