Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852946.1145 | 592352.6466 | 260593.4679 | 3980261.8566 | 905473.9563 | 3074787.9003 |
Total P&L (%) | 852.9461 | 592.3526 | 260.5935 | 3980.2619 | 905.474 | 3074.7879 |
Avg Daily Profit (%) | 0.575 | 0.3993 | 0.1757 | 0.2503 | 0.1557 | 0.2334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70430 | -130689 | -19643 | -2243424 | -1422463 | -820960 |
Profit Factor | 2.8386 | 2.775 | 3.0013 | 1.6165 | 1.1908 | 2.7971 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 44.4444 | 33.3333 | 55.5556 | 44.4444 | 33.3333 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.5482 | 5.5501 | 2.4011 | 2.0206 | 2.3816 | 2.2377 |
Largest Winning Trade | 296986 | 296986 | 59753 | 1616917 | 1616917 | 1127058 |
Largest Losing Trade | -37164 | -37164 | -30030 | -876152 | -876152 | -487861 |
Avg Bars in Trades | 119 | 135 | 103 | 119 | 135 | 103 |
Avg Bars in Winners | 161 | 171 | 155 | 161 | 171 | 155 |
Avg Bars in Losers | 86 | 117 | 39 | 86 | 117 | 39 |
Bars Traded | 8611 | 4873 | 3738 | 8611 | 4873 | 3738 |
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 | -69277 | 307923 | 499095 | -74410 | -8336 | 517658 |
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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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