Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1594932.2877 | 1457651.1864 | 137281.1013 | 2809536.4268 | 2008528.3016 | 801008.1252 |
Total P&L (%) | 1594.9323 | 1457.6512 | 137.2811 | 2809.5364 | 2008.5283 | 801.0081 |
Avg Daily Profit (%) | 0.688 | 0.6288 | 0.0592 | 0.1455 | 0.1316 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103332 | -110959 | -163864 | -1266210 | -1521294 | -1662335 |
Profit Factor | 3.4296 | 5.1773 | 1.4464 | 1.3935 | 1.4873 | 1.2653 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 46.729 | 40.7407 | 52.8302 | 46.729 | 40.7407 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.9097 | 7.5306 | 1.2914 | 1.5886 | 2.1634 | 1.1298 |
Largest Winning Trade | 992022 | 992022 | 79373 | 1522511 | 1522511 | 989054 |
Largest Losing Trade | -75057 | -30454 | -75057 | -1163279 | -532422 | -1163279 |
Avg Bars in Trades | 60 | 48 | 71 | 60 | 48 | 71 |
Avg Bars in Winners | 92 | 83 | 99 | 92 | 83 | 99 |
Avg Bars in Losers | 31 | 24 | 40 | 31 | 24 | 40 |
Bars Traded | 6435 | 2635 | 3800 | 6435 | 2635 | 3800 |
Profit Streak | 0 | 0 | 52.2426 | 0 | 0 | 52.2426 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640078 | -164028 | -291020 | 85720 | -198259 | -244173 |
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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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