Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848917.7632 | 581972.6476 | 266945.1155 | 11710056.6489 | 3875236.9403 | 7834819.7086 |
Total P&L (%) | 848.9178 | 581.9726 | 266.9451 | 11710.0566 | 3875.2369 | 7834.8197 |
Avg Daily Profit (%) | 0.4463 | 0.3059 | 0.1403 | 0.2511 | 0.1938 | 0.2302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130409 | -154151 | -76086 | -6564629 | -6579278 | -1741759 |
Profit Factor | 2.3269 | 2.623 | 1.9493 | 1.5852 | 1.2814 | 2.2554 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 44.8 | 42.8571 | 46.7742 | 44.8 | 42.8571 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.867 | 3.4973 | 2.2181 | 1.9531 | 1.7085 | 2.5665 |
Largest Winning Trade | 207338 | 207338 | 65088 | 6519082 | 6519082 | 4530361 |
Largest Losing Trade | -36118 | -28836 | -36118 | -3203524 | -3203524 | -923835 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 72 | 71 | 73 | 72 | 71 | 73 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 5562 | 2597 | 2965 | 5562 | 2597 | 2965 |
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 | 463778 | -135790 | -157438 | 349981 | -140670 | -142845 |
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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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