Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762204.2007 | 529696.5823 | 232507.6185 | 3940068.9165 | 1417665.0108 | 2522403.9057 |
Total P&L (%) | 762.2042 | 529.6966 | 232.5076 | 3940.0689 | 1417.665 | 2522.4039 |
Avg Daily Profit (%) | 0.5161 | 0.3587 | 0.1574 | 0.2508 | 0.1843 | 0.2214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135727 | -117187 | -45064 | -5964991 | -3179791 | -2841682 |
Profit Factor | 2.5898 | 2.9945 | 2.0872 | 1.3394 | 1.218 | 1.4942 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 47.7941 | 47.0588 | 48.5294 | 47.7941 | 47.0588 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.8289 | 3.3688 | 2.2137 | 1.4631 | 1.3702 | 1.5848 |
Largest Winning Trade | 358276 | 358276 | 71608 | 3377824 | 2060023 | 3377824 |
Largest Losing Trade | -29380 | -29380 | -24469 | -1215498 | -1215498 | -746038 |
Avg Bars in Trades | 63 | 45 | 81 | 63 | 45 | 81 |
Avg Bars in Winners | 91 | 62 | 120 | 91 | 62 | 120 |
Avg Bars in Losers | 37 | 30 | 44 | 37 | 30 | 44 |
Bars Traded | 8612 | 3088 | 5524 | 8612 | 3088 | 5524 |
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 | 546493 | -95488 | -98804 | 298759 | -103115 | -99427 |
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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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