Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753160.5816 | 520621.7765 | 232538.8051 | 4947548.2291 | 2187496.5992 | 2760051.6299 |
Total P&L (%) | 753.1606 | 520.6218 | 232.5388 | 4947.5482 | 2187.4966 | 2760.0516 |
Avg Daily Profit (%) | 0.3959 | 0.2737 | 0.1222 | 0.2064 | 0.1647 | 0.1764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88412 | -94749 | -104429 | -1340044 | -1873829 | -1423037 |
Profit Factor | 2.4574 | 2.9509 | 1.9304 | 1.5503 | 1.423 | 1.7227 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 34.2593 | 27.7778 | 40.7407 | 34.2593 | 27.7778 | 40.7407 |
Ratio Avg Win / Avg Loss | 4.7155 | 7.6722 | 2.8079 | 2.975 | 3.6999 | 2.5057 |
Largest Winning Trade | 226757 | 226757 | 51591 | 1853541 | 1499950 | 1853541 |
Largest Losing Trade | -28330 | -20978 | -28330 | -1340044 | -1340044 | -695768 |
Avg Bars in Trades | 51 | 46 | 57 | 51 | 46 | 57 |
Avg Bars in Winners | 117 | 119 | 116 | 117 | 119 | 116 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5607 | 2486 | 3121 | 5607 | 2486 | 3121 |
Profit Streak | 0 | 0 | 561.4892 | 0 | 0 | 561.4892 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308191 | -183602 | -209227 | 179374 | -188222 | -171971 |
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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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