Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938508.3645 | 748098.5194 | 190409.845 | 11382533.2976 | 3351481.752 | 8031051.5457 |
Total P&L (%) | 938.5084 | 748.0985 | 190.4098 | 11382.5333 | 3351.4818 | 8031.0515 |
Avg Daily Profit (%) | 0.3873 | 0.3087 | 0.0786 | 0.196 | 0.1463 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105287 | -69984 | -58737 | -10563558 | -7013440 | -6140510 |
Profit Factor | 2.879 | 3.9821 | 1.7659 | 1.4231 | 1.2282 | 1.6574 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 43.5897 | 46.1538 | 41.0256 | 43.5897 | 46.1538 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.7257 | 4.6458 | 2.5384 | 1.8416 | 1.4328 | 2.3826 |
Largest Winning Trade | 239157 | 239157 | 86814 | 5201520 | 4504154 | 5201520 |
Largest Losing Trade | -35366 | -24746 | -35366 | -2776093 | -2776093 | -2052549 |
Avg Bars in Trades | 60 | 44 | 76 | 60 | 44 | 76 |
Avg Bars in Winners | 101 | 64 | 142 | 101 | 64 | 142 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 4718 | 1721 | 2996 | 4718 | 1721 | 2996 |
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 | -26135 | 523462 | -88148 | -31320 | 28753 | 271834 |
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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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