Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223061.5752 | 1007764.4844 | 215297.0907 | 8079167.503 | 3851798.7588 | 4227368.7443 |
Total P&L (%) | 1223.0616 | 1007.7645 | 215.2971 | 8079.1675 | 3851.7988 | 4227.3687 |
Avg Daily Profit (%) | 0.5114 | 0.4214 | 0.09 | 0.1843 | 0.1538 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91744 | -85843 | -60553 | -6711810 | -6087407 | -3305130 |
Profit Factor | 2.6045 | 3.6949 | 1.5544 | 1.3 | 1.2578 | 1.3527 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 60.7143 | 60.7143 | 60.7143 | 60.7143 | 60.7143 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.6853 | 2.3908 | 1.0058 | 0.8412 | 0.8138 | 0.8753 |
Largest Winning Trade | 508580 | 508580 | 72428 | 6942398 | 6942398 | 2825750 |
Largest Losing Trade | -60442 | -37183 | -60442 | -2963944 | -2822503 | -2963944 |
Avg Bars in Trades | 83 | 103 | 63 | 83 | 103 | 63 |
Avg Bars in Winners | 88 | 107 | 69 | 88 | 107 | 69 |
Avg Bars in Losers | 75 | 96 | 54 | 75 | 96 | 54 |
Bars Traded | 9320 | 5776 | 3544 | 9320 | 5776 | 3544 |
Profit Streak | 25.4081 | 0 | 90.9081 | 25.4081 | 0 | 90.9081 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644221 | -161898 | -249252 | 307805 | -172864 | -171692 |
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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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