Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460018.7554 | 1247326.0921 | 212692.6633 | 6856479.3914 | 539496.8432 | 6316982.5482 |
Total P&L (%) | 1460.0188 | 1247.3261 | 212.6927 | 6856.4794 | 539.4968 | 6316.9825 |
Avg Daily Profit (%) | 0.6134 | 0.524 | 0.0894 | 0.1784 | 0.078 | 0.175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123661 | -77583 | -73688 | -20857220 | -13938292 | -7461695 |
Profit Factor | 3.5619 | 5.3474 | 1.7516 | 1.1078 | 1.0165 | 1.2039 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 43.2692 | 42.3077 | 44.2308 | 43.2692 | 42.3077 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.6701 | 7.2919 | 2.2086 | 1.4525 | 1.3862 | 1.5179 |
Largest Winning Trade | 812324 | 812324 | 67113 | 8921795 | 7855039 | 8921795 |
Largest Losing Trade | -40529 | -29798 | -40529 | -5795185 | -5795185 | -5259896 |
Avg Bars in Trades | 65 | 54 | 77 | 65 | 54 | 77 |
Avg Bars in Winners | 125 | 92 | 156 | 125 | 92 | 156 |
Avg Bars in Losers | 20 | 25 | 14 | 20 | 25 | 14 |
Bars Traded | 6832 | 2810 | 4021 | 6832 | 2810 | 4021 |
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 | 574933 | -164189 | -252645 | -96421 | -473789 | -173867 |
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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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