Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881527.9053 | 717792.4088 | 163735.4965 | 3342061.7322 | 437929.5521 | 2904132.1801 |
Total P&L (%) | 881.5279 | 717.7924 | 163.7355 | 3342.0617 | 437.9296 | 2904.1322 |
Avg Daily Profit (%) | 0.3644 | 0.2967 | 0.0677 | 0.1464 | 0.0696 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123762 | -102449 | -77393 | -4655461 | -4433043 | -1733743 |
Profit Factor | 2.4661 | 3.2059 | 1.5935 | 1.1827 | 1.0414 | 1.3759 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 37.8947 | 31.25 | 44.6809 | 37.8947 | 31.25 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.0417 | 7.053 | 1.9729 | 1.9383 | 2.2912 | 1.7035 |
Largest Winning Trade | 317346 | 317346 | 71724 | 3392643 | 3392643 | 2203803 |
Largest Losing Trade | -27179 | -27179 | -23246 | -1676464 | -1676464 | -1331456 |
Avg Bars in Trades | 50 | 43 | 57 | 50 | 43 | 57 |
Avg Bars in Winners | 97 | 94 | 99 | 97 | 94 | 99 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 4765 | 2072 | 2693 | 4765 | 2072 | 2693 |
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 | 348782 | 280401 | -101555 | -20126 | -281073 | -5039 |
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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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