Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890097.1827 | 816766.5462 | 73330.6365 | 2057126.6762 | 764548.5889 | 1292578.0873 |
Total P&L (%) | 890.0972 | 816.7665 | 73.3306 | 2057.1267 | 764.5486 | 1292.5781 |
Avg Daily Profit (%) | 0.4501 | 0.413 | 0.0371 | 0.1554 | 0.1091 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113628 | -68703 | -182667 | -2379041 | -1773688 | -1631446 |
Profit Factor | 2.3155 | 3.255 | 1.2332 | 1.3387 | 1.2121 | 1.5236 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 39.4737 | 42.1053 | 36.8421 | 39.4737 | 42.1053 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.5505 | 4.4757 | 2.1141 | 2.0527 | 1.6666 | 2.6119 |
Largest Winning Trade | 334018 | 334018 | 82459 | 1335318 | 1246251 | 1335318 |
Largest Losing Trade | -48454 | -48454 | -36246 | -1431684 | -1431684 | -1036307 |
Avg Bars in Trades | 47 | 33 | 61 | 47 | 33 | 61 |
Avg Bars in Winners | 96 | 62 | 135 | 96 | 62 | 135 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 3638 | 1288 | 2350 | 3638 | 1288 | 2350 |
Profit Streak | 0 | 0 | 636.3893 | 0 | 0 | 636.3893 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43286 | 468849 | -146722 | -48782 | -49270 | -16275 |
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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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