Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703708.3037 | 490434.9858 | 213273.3179 | 2875310.0668 | 1148915.6741 | 1726394.3927 |
Total P&L (%) | 703.7083 | 490.435 | 213.2733 | 2875.3101 | 1148.9157 | 1726.3944 |
Avg Daily Profit (%) | 0.3699 | 0.2578 | 0.1121 | 0.1785 | 0.1328 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150580 | -59496 | -155852 | -1755128 | -1508064 | -1032751 |
Profit Factor | 2.2214 | 2.6258 | 1.7769 | 1.3205 | 1.2375 | 1.4175 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 36.2745 | 31.3725 | 41.1765 | 36.2745 | 31.3725 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.9024 | 5.744 | 2.5384 | 2.3197 | 2.7071 | 2.025 |
Largest Winning Trade | 227246 | 227246 | 51591 | 1319419 | 1319419 | 1229468 |
Largest Losing Trade | -27176 | -27176 | -24744 | -1110341 | -1110341 | -787188 |
Avg Bars in Trades | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Winners | 118 | 105 | 127 | 118 | 105 | 127 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 5429 | 2312 | 3117 | 5429 | 2312 | 3117 |
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 | 311444 | -174454 | -223440 | 147886 | -202069 | -173939 |
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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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