Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822364.7575 | 588426.9328 | 233937.8247 | 1602776.8785 | 118634.9781 | 1484141.9005 |
Total P&L (%) | 822.3648 | 588.4269 | 233.9378 | 1602.7769 | 118.635 | 1484.1419 |
Avg Daily Profit (%) | 0.557 | 0.3986 | 0.1585 | 0.1922 | 0.053 | 0.1873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78062 | -118348 | -44396 | -1979265 | -1682784 | -1092652 |
Profit Factor | 2.3246 | 2.4275 | 2.1213 | 1.2448 | 1.0287 | 1.6134 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 54 | 35 | 19 | 54 | 35 | 19 |
Profitability (%) | 48.5714 | 33.9623 | 63.4615 | 48.5714 | 33.9623 | 63.4615 |
Ratio Avg Win / Avg Loss | 2.4613 | 4.7201 | 1.2213 | 1.318 | 2.0003 | 0.9289 |
Largest Winning Trade | 328603 | 328603 | 50923 | 1336745 | 1336745 | 592592 |
Largest Losing Trade | -49995 | -34597 | -49995 | -1092652 | -434486 | -1092652 |
Avg Bars in Trades | 81 | 88 | 74 | 81 | 88 | 74 |
Avg Bars in Winners | 94 | 114 | 83 | 94 | 114 | 83 |
Avg Bars in Losers | 68 | 74 | 58 | 68 | 74 | 58 |
Bars Traded | 8538 | 4668 | 3870 | 8538 | 4668 | 3870 |
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 | 548629 | -172209 | -168121 | 267883 | -496519 | -170104 |
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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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