Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369879.1611 | 1139707.1437 | 230172.0174 | 12450072.3046 | 3199228.5333 | 9250843.7713 |
Total P&L (%) | 1369.8792 | 1139.7071 | 230.172 | 12450.0723 | 3199.2285 | 9250.8438 |
Avg Daily Profit (%) | 0.5765 | 0.4797 | 0.0969 | 0.2036 | 0.1473 | 0.1912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74764 | -86213 | -87901 | -15397035 | -11004692 | -4825672 |
Profit Factor | 3.5304 | 5.1325 | 1.8667 | 1.4575 | 1.1978 | 1.8381 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 36.5385 | 30.7692 | 42.3077 | 36.5385 | 30.7692 | 42.3077 |
Ratio Avg Win / Avg Loss | 6.1317 | 11.5482 | 2.5455 | 2.5315 | 2.695 | 2.5065 |
Largest Winning Trade | 629149 | 629149 | 68513 | 8995734 | 7104074 | 8995734 |
Largest Losing Trade | -41170 | -25390 | -41170 | -4054302 | -4054302 | -2302509 |
Avg Bars in Trades | 43 | 37 | 50 | 43 | 37 | 50 |
Avg Bars in Winners | 93 | 84 | 100 | 93 | 84 | 100 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 4554 | 1954 | 2600 | 4554 | 1954 | 2600 |
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 | 468540 | -169491 | -243144 | 189631 | -185711 | -171596 |
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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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