Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662333.7889 | 497306.2258 | 165027.5631 | 2645618.4704 | 1627890.4961 | 1017727.9743 |
Total P&L (%) | 662.3338 | 497.3062 | 165.0276 | 2645.6185 | 1627.8905 | 1017.728 |
Avg Daily Profit (%) | 0.3481 | 0.2614 | 0.0867 | 0.1743 | 0.1499 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167551 | -76546 | -127844 | -2790284 | -1548237 | -2129833 |
Profit Factor | 2.3801 | 3.2214 | 1.6445 | 1.3188 | 1.4031 | 1.2388 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 41.3333 | 44.7368 | 37.8378 | 41.3333 | 44.7368 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.3782 | 3.9793 | 2.7017 | 1.8718 | 1.7333 | 2.0352 |
Largest Winning Trade | 164297 | 164297 | 61322 | 1385753 | 1125482 | 1385753 |
Largest Losing Trade | -45371 | -24830 | -45371 | -1866625 | -844245 | -1866625 |
Avg Bars in Trades | 47 | 31 | 63 | 47 | 31 | 63 |
Avg Bars in Winners | 96 | 59 | 142 | 96 | 59 | 142 |
Avg Bars in Losers | 12 | 9 | 14 | 12 | 9 | 14 |
Bars Traded | 3547 | 1207 | 2340 | 3547 | 1207 | 2340 |
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 | -50810 | 441696 | -78760 | -55520 | 261089 | -27012 |
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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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