Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622229.0527 | 512658.7049 | 109570.3479 | 1741969.3683 | 969450.8376 | 772518.5308 |
Total P&L (%) | 622.2291 | 512.6587 | 109.5703 | 1741.9694 | 969.4508 | 772.5185 |
Avg Daily Profit (%) | 0.3147 | 0.2593 | 0.0554 | 0.1475 | 0.1199 | 0.1096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114021 | -63812 | -146061 | -2862200 | -1225693 | -1772210 |
Profit Factor | 2.2689 | 3.3659 | 1.4003 | 1.3012 | 1.3727 | 1.2428 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.029 | 42.8571 | 41.1765 | 42.029 | 42.8571 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.1295 | 4.4878 | 2.0005 | 1.7948 | 1.8302 | 1.7754 |
Largest Winning Trade | 168367 | 168367 | 69672 | 995419 | 875967 | 995419 |
Largest Losing Trade | -56004 | -29261 | -56004 | -1743238 | -400714 | -1743238 |
Avg Bars in Trades | 83 | 70 | 96 | 83 | 70 | 96 |
Avg Bars in Winners | 153 | 122 | 186 | 153 | 122 | 186 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 5765 | 2472 | 3293 | 5765 | 2472 | 3293 |
Profit Streak | 0 | 0 | 707.6248 | 0 | 0 | 707.6248 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96039 | 438958 | -119592 | -103932 | -33622 | -47861 |
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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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