Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1300636.6227 | 1111368.6493 | 189267.9734 | 10735329.2888 | 1791013.9037 | 8944315.385 |
Total P&L (%) | 1300.6366 | 1111.3686 | 189.268 | 10735.3293 | 1791.0139 | 8944.3154 |
Avg Daily Profit (%) | 0.5621 | 0.4803 | 0.0818 | 0.2027 | 0.1271 | 0.1949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134668 | -131407 | -144147 | -6978581 | -5675894 | -2534527 |
Profit Factor | 2.6574 | 3.6765 | 1.5122 | 1.5413 | 1.1286 | 2.5133 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3218 | 4.5956 | 1.8903 | 1.9266 | 1.4108 | 3.1416 |
Largest Winning Trade | 388981 | 388981 | 64496 | 6012413 | 6012413 | 5214920 |
Largest Losing Trade | -62198 | -62198 | -39845 | -5256410 | -5256410 | -2384124 |
Avg Bars in Trades | 82 | 88 | 75 | 82 | 88 | 75 |
Avg Bars in Winners | 125 | 123 | 127 | 125 | 123 | 127 |
Avg Bars in Losers | 47 | 60 | 33 | 47 | 60 | 33 |
Bars Traded | 8860 | 4784 | 4076 | 8860 | 4784 | 4076 |
Profit Streak | 0 | 0 | 144.7437 | 0 | 0 | 144.7437 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515824 | -164957 | -262500 | 318848 | -284122 | -168469 |
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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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