Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737015.2533 | 505861.3575 | 231153.8958 | 5495736.9557 | 1190178.8782 | 4305558.0776 |
Total P&L (%) | 737.0153 | 505.8614 | 231.1539 | 5495.737 | 1190.1789 | 4305.5581 |
Avg Daily Profit (%) | 0.3876 | 0.2661 | 0.1216 | 0.2119 | 0.1346 | 0.1993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72695 | -113114 | -97041 | -3274605 | -4102591 | -914920 |
Profit Factor | 2.2502 | 2.5487 | 1.8792 | 1.3655 | 1.1195 | 1.8476 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 49.5146 | 48.0769 | 50.9804 | 49.5146 | 48.0769 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.2943 | 2.7526 | 1.807 | 1.3923 | 1.2091 | 1.7765 |
Largest Winning Trade | 141162 | 141162 | 56224 | 3405173 | 3405173 | 2054662 |
Largest Losing Trade | -32574 | -31722 | -32574 | -1768933 | -1768933 | -752459 |
Avg Bars in Trades | 107 | 97 | 118 | 107 | 97 | 118 |
Avg Bars in Winners | 166 | 151 | 181 | 166 | 151 | 181 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 11090 | 5053 | 6037 | 11090 | 5053 | 6037 |
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 | 504350 | -167341 | -207067 | 313520 | -282766 | -168390 |
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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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