Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205869.9634 | 1032161.954 | 173708.0094 | 8372247.7082 | 3814696.0714 | 4557551.6368 |
Total P&L (%) | 1205.87 | 1032.162 | 173.708 | 8372.2477 | 3814.6961 | 4557.5516 |
Avg Daily Profit (%) | 0.5191 | 0.4443 | 0.0748 | 0.1913 | 0.158 | 0.1655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93126 | -96590 | -128405 | -7385465 | -6335759 | -7366550 |
Profit Factor | 2.6116 | 3.821 | 1.4543 | 1.1961 | 1.172 | 1.2222 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 33.8462 | 30.7692 | 36.9231 | 33.8462 | 30.7692 | 36.9231 |
Ratio Avg Win / Avg Loss | 5.1046 | 8.5972 | 2.4845 | 2.3378 | 2.6369 | 2.088 |
Largest Winning Trade | 439474 | 439474 | 63628 | 4995964 | 4995964 | 4403042 |
Largest Losing Trade | -48683 | -48683 | -29391 | -2886240 | -2882291 | -2886240 |
Avg Bars in Trades | 50 | 58 | 43 | 50 | 58 | 43 |
Avg Bars in Winners | 96 | 100 | 93 | 96 | 100 | 93 |
Avg Bars in Losers | 27 | 39 | 14 | 27 | 39 | 14 |
Bars Traded | 6623 | 3781 | 2842 | 6623 | 3781 | 2842 |
Profit Streak | 0 | 0 | 22.0452 | 0 | 0 | 22.0452 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353094 | -122380 | -227460 | -1683 | -162029 | -128032 |
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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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