Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945952.1329 | 713477.7804 | 232474.3524 | 5006298.6767 | 3013308.7923 | 1992989.8844 |
Total P&L (%) | 945.9521 | 713.4778 | 232.4744 | 5006.2987 | 3013.3088 | 1992.9899 |
Avg Daily Profit (%) | 0.5912 | 0.4459 | 0.1453 | 0.2461 | 0.2151 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101386 | -57172 | -76793 | -1806830 | -1665233 | -1211166 |
Profit Factor | 2.8126 | 3.4821 | 1.9917 | 1.6709 | 1.7083 | 1.6213 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 43.1818 | 34.0909 | 52.2727 | 43.1818 | 34.0909 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.7008 | 6.732 | 1.8185 | 2.1986 | 3.3028 | 1.4803 |
Largest Winning Trade | 389839 | 389839 | 68440 | 1936450 | 1936450 | 1232385 |
Largest Losing Trade | -59036 | -31017 | -59036 | -1103188 | -617923 | -1103188 |
Avg Bars in Trades | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Winners | 90 | 85 | 93 | 90 | 85 | 93 |
Avg Bars in Losers | 25 | 21 | 30 | 25 | 21 | 30 |
Bars Traded | 4697 | 1911 | 2786 | 4697 | 1911 | 2786 |
Profit Streak | 0 | 0 | 51.3406 | 0 | 0 | 51.3406 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516001 | 384176 | 202427 | 330498 | 189933 | 389872 |
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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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