Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095271.9437 | 990332.1978 | 104939.7459 | 4535984.1176 | 3408131.7712 | 1127852.3463 |
Total P&L (%) | 1095.2719 | 990.3322 | 104.9397 | 4535.9841 | 3408.1318 | 1127.8523 |
Avg Daily Profit (%) | 0.4717 | 0.4265 | 0.0452 | 0.1654 | 0.1533 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102711 | -76186 | -153038 | -4459211 | -3811238 | -3215109 |
Profit Factor | 2.5026 | 3.95 | 1.2669 | 1.1888 | 1.2637 | 1.1016 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50.6024 | 50 | 51.2195 | 50.6024 | 50 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.443 | 3.95 | 1.2065 | 1.1605 | 1.2637 | 1.0492 |
Largest Winning Trade | 333175 | 333175 | 85948 | 2997740 | 2285957 | 2997740 |
Largest Losing Trade | -48995 | -48995 | -45377 | -2515276 | -2515276 | -2487758 |
Avg Bars in Trades | 102 | 70 | 134 | 102 | 70 | 134 |
Avg Bars in Winners | 127 | 77 | 177 | 127 | 77 | 177 |
Avg Bars in Losers | 76 | 64 | 89 | 76 | 64 | 89 |
Bars Traded | 8495 | 2966 | 5529 | 8495 | 2966 | 5529 |
Profit Streak | 48.6488 | 48.6488 | 55.8988 | 48.6488 | 48.6488 | 55.8988 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537127 | 633748 | -131910 | -5285 | 291836 | -156300 |
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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) |
---|