Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430248.1544 | 1262175.6515 | 168072.5028 | 2663749.3272 | -364736.5657 | 3028485.8929 |
Total P&L (%) | 1430.2482 | 1262.1757 | 168.0725 | 2663.7493 | -364.7366 | 3028.4859 |
Avg Daily Profit (%) | 0.6866 | 0.6059 | 0.0807 | 0.1595 | 0 | 0.1654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97455 | -65736 | -110286 | -3953089 | -3028333 | -1961598 |
Profit Factor | 3.1945 | 4.5517 | 1.5671 | 1.2486 | 0.941 | 1.6685 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 43.8596 | 33.3333 | 54.386 | 43.8596 | 33.3333 | 54.386 |
Ratio Avg Win / Avg Loss | 4.0889 | 9.1035 | 1.3143 | 1.5982 | 1.8821 | 1.3994 |
Largest Winning Trade | 1121763 | 1121763 | 61400 | 2482726 | 2142773 | 2482726 |
Largest Losing Trade | -33972 | -22470 | -33972 | -1871505 | -939877 | -1871505 |
Avg Bars in Trades | 214 | 201 | 226 | 214 | 201 | 226 |
Avg Bars in Winners | 343 | 386 | 316 | 343 | 386 | 316 |
Avg Bars in Losers | 113 | 108 | 119 | 113 | 108 | 119 |
Bars Traded | 24397 | 11460 | 12937 | 24397 | 11460 | 12937 |
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 | 583813 | -167841 | -262997 | 233529 | -764814 | -169695 |
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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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