Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1010103.3682 | 826595.9366 | 183507.4316 | 3892492.3825 | 652530.8761 | 3239961.5064 |
Total P&L (%) | 1010.1034 | 826.5959 | 183.5074 | 3892.4924 | 652.5309 | 3239.9615 |
Avg Daily Profit (%) | 0.5204 | 0.4259 | 0.0945 | 0.1901 | 0.104 | 0.1809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237440 | -146620 | -90820 | -1495682 | -1567767 | -1173991 |
Profit Factor | 2.364 | 2.8736 | 1.613 | 1.5359 | 1.1403 | 2.2398 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 47.3214 | 35.7143 | 58.9286 | 47.3214 | 35.7143 | 58.9286 |
Ratio Avg Win / Avg Loss | 2.6316 | 5.1724 | 1.1242 | 1.7098 | 2.0526 | 1.561 |
Largest Winning Trade | 409883 | 409883 | 47947 | 1338296 | 1338296 | 1137126 |
Largest Losing Trade | -51131 | -40887 | -51131 | -1033294 | -772977 | -1033294 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 45 | 57 | 38 | 45 | 57 | 38 |
Avg Bars in Losers | 22 | 25 | 16 | 22 | 25 | 16 |
Bars Traded | 3746 | 2088 | 1658 | 3746 | 2088 | 1658 |
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 | 523255 | -170434 | -243426 | 354451 | -304624 | -166482 |
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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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