Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066496.7295 | 937933.6041 | 128563.1254 | 2186916.6545 | 666653.8662 | 1520262.7883 |
Total P&L (%) | 1066.4967 | 937.9336 | 128.5631 | 2186.9167 | 666.6539 | 1520.2628 |
Avg Daily Profit (%) | 0.4481 | 0.3941 | 0.054 | 0.1316 | 0.0856 | 0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73100 | -80713 | -100219 | -668656 | -783747 | -477054 |
Profit Factor | 2.7036 | 3.9183 | 1.4221 | 1.4888 | 1.2457 | 1.8634 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 52.2124 | 50.8772 | 53.5714 | 52.2124 | 50.8772 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.4745 | 3.7832 | 1.2325 | 1.3627 | 1.2028 | 1.6149 |
Largest Winning Trade | 683548 | 683548 | 54581 | 659768 | 659768 | 429131 |
Largest Losing Trade | -62136 | -41400 | -62136 | -452279 | -452279 | -317502 |
Avg Bars in Trades | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Winners | 53 | 38 | 68 | 53 | 38 | 68 |
Avg Bars in Losers | 19 | 17 | 22 | 19 | 17 | 22 |
Bars Traded | 4232 | 1602 | 2630 | 4232 | 1602 | 2630 |
Profit Streak | 0 | 0 | 14.1626 | 0 | 0 | 14.1626 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572524 | -162965 | -298950 | -15111 | -258142 | -211726 |
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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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