Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740794.0686 | 469454.9207 | 271339.148 | 6498835.7508 | 2676589.0886 | 3822246.6622 |
Total P&L (%) | 740.7941 | 469.4549 | 271.3391 | 6498.8358 | 2676.5891 | 3822.2467 |
Avg Daily Profit (%) | 0.4219 | 0.2674 | 0.1546 | 0.2389 | 0.1895 | 0.2092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139812 | -99954 | -51772 | -4166826 | -2691729 | -1475097 |
Profit Factor | 2.2477 | 2.5179 | 1.9539 | 1.6455 | 1.5021 | 1.8069 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 53.3835 | 53.7313 | 53.0303 | 53.3835 | 53.7313 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.9628 | 2.1682 | 1.7306 | 1.4369 | 1.2934 | 1.6004 |
Largest Winning Trade | 227714 | 227714 | 73436 | 1676758 | 1116531 | 1676758 |
Largest Losing Trade | -33243 | -33196 | -33243 | -1270046 | -1270046 | -1056753 |
Avg Bars in Trades | 38 | 26 | 51 | 38 | 26 | 51 |
Avg Bars in Winners | 48 | 27 | 70 | 48 | 27 | 70 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 5116 | 1749 | 3367 | 5116 | 1749 | 3367 |
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 | 540140 | -102922 | -112843 | 401985 | -106652 | -112243 |
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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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