Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851480.9373 | 640578.4775 | 210902.4598 | 3335150.0613 | 2134483.2661 | 1200666.7952 |
Total P&L (%) | 851.4809 | 640.5785 | 210.9025 | 3335.1501 | 2134.4833 | 1200.6668 |
Avg Daily Profit (%) | 0.459 | 0.3453 | 0.1137 | 0.1908 | 0.1676 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122902 | -122089 | -113282 | -2007745 | -1930256 | -1470495 |
Profit Factor | 1.8882 | 2.3631 | 1.4315 | 1.2822 | 1.3503 | 1.2098 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 55.4688 | 51.5625 | 59.375 | 55.4688 | 51.5625 | 59.375 |
Ratio Avg Win / Avg Loss | 1.5159 | 2.2199 | 0.9795 | 1.0294 | 1.2684 | 0.8278 |
Largest Winning Trade | 125608 | 125608 | 46707 | 915226 | 915226 | 446886 |
Largest Losing Trade | -61691 | -47485 | -61691 | -1122437 | -601140 | -1122437 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 3629 | 1817 | 1812 | 3629 | 1817 | 1812 |
Profit Streak | 0 | 0 | 80.7918 | 0 | 0 | 80.7918 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545834 | -124919 | -178718 | 333386 | -130548 | -146720 |
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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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