Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856612.4582 | 667594.7924 | 189017.6658 | 3365362.0811 | 2264276.2339 | 1101085.8472 |
Total P&L (%) | 856.6125 | 667.5948 | 189.0177 | 3365.3621 | 2264.2762 | 1101.0858 |
Avg Daily Profit (%) | 0.5322 | 0.4148 | 0.1174 | 0.2205 | 0.1967 | 0.1546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116061 | -124123 | -42820 | -12606135 | -12208224 | -2713458 |
Profit Factor | 2.9262 | 3.5499 | 2.0334 | 1.137 | 1.1428 | 1.1265 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 42.6829 | 39.0244 | 46.3415 | 42.6829 | 39.0244 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.9295 | 5.5468 | 2.3545 | 1.5269 | 1.7857 | 1.3043 |
Largest Winning Trade | 352612 | 352612 | 68180 | 10149035 | 10149035 | 3287427 |
Largest Losing Trade | -23977 | -23977 | -23468 | -3853553 | -3853553 | -1944912 |
Avg Bars in Trades | 75 | 65 | 86 | 75 | 65 | 86 |
Avg Bars in Winners | 124 | 117 | 129 | 124 | 117 | 129 |
Avg Bars in Losers | 39 | 31 | 49 | 39 | 31 | 49 |
Bars Traded | 6217 | 2679 | 3537 | 6217 | 2679 | 3537 |
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 | 174304 | 445410 | -33743 | -72085 | -58508 | -75154 |
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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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