Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821444.6103 | 632388.2075 | 189056.4028 | 3039769.7022 | 1056023.8758 | 1983745.8264 |
Total P&L (%) | 821.4446 | 632.3882 | 189.0564 | 3039.7697 | 1056.0239 | 1983.7458 |
Avg Daily Profit (%) | 0.5077 | 0.3908 | 0.1168 | 0.2133 | 0.1514 | 0.1879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114680 | -130631 | -82275 | -3577884 | -3592639 | -1113387 |
Profit Factor | 2.3445 | 2.847 | 1.704 | 1.2269 | 1.1303 | 1.3748 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 45.614 | 40.3509 | 50.8772 | 45.614 | 40.3509 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.7954 | 4.2086 | 1.6452 | 1.4628 | 1.6709 | 1.3274 |
Largest Winning Trade | 298824 | 298824 | 54740 | 3198802 | 3198802 | 1443704 |
Largest Losing Trade | -38326 | -38326 | -29535 | -1268438 | -1268438 | -1087016 |
Avg Bars in Trades | 164 | 150 | 178 | 164 | 150 | 178 |
Avg Bars in Winners | 252 | 253 | 252 | 252 | 253 | 252 |
Avg Bars in Losers | 90 | 80 | 103 | 90 | 80 | 103 |
Bars Traded | 18751 | 8553 | 10198 | 18751 | 8553 | 10198 |
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 | 494274 | -168704 | -213724 | 229865 | -252287 | -171466 |
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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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