Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529438.9881 | 218187.0614 | 311251.9267 | 4119825.8336 | 1559936.0738 | 2559889.7599 |
Total P&L (%) | 529.439 | 218.1871 | 311.2519 | 4119.8258 | 1559.9361 | 2559.8898 |
Avg Daily Profit (%) | 0.3305 | 0.1362 | 0.1943 | 0.2339 | 0.1755 | 0.205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91233 | -73686 | -60003 | -1542108 | -1002339 | -1112653 |
Profit Factor | 2.0356 | 1.8103 | 2.2864 | 1.6618 | 1.4896 | 1.8423 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 59.5588 | 52.9412 | 66.1765 | 59.5588 | 52.9412 | 66.1765 |
Ratio Avg Win / Avg Loss | 1.3822 | 1.6092 | 1.1686 | 1.1284 | 1.3241 | 0.9416 |
Largest Winning Trade | 46266 | 46266 | 41889 | 861873 | 861873 | 758289 |
Largest Losing Trade | -32506 | -30765 | -32506 | -1112653 | -537780 | -1112653 |
Avg Bars in Trades | 66 | 50 | 81 | 66 | 50 | 81 |
Avg Bars in Winners | 62 | 45 | 76 | 62 | 45 | 76 |
Avg Bars in Losers | 71 | 56 | 92 | 71 | 56 | 92 |
Bars Traded | 9010 | 3454 | 5556 | 9010 | 3454 | 5556 |
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 | 486355 | -116595 | -96269 | 430665 | -99728 | -98284 |
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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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