Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571641.8346 | 408007.6159 | 163634.2187 | 4404295.2866 | 1436168.8926 | 2968126.394 |
Total P&L (%) | 571.6418 | 408.0076 | 163.6342 | 4404.2953 | 1436.1689 | 2968.1264 |
Avg Daily Profit (%) | 0.2891 | 0.2064 | 0.0828 | 0.1928 | 0.1383 | 0.1733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60978 | -39022 | -73150 | -4766015 | -2463334 | -4003433 |
Profit Factor | 2.3104 | 3.024 | 1.6974 | 1.3055 | 1.1942 | 1.4228 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 58.9286 | 62.5 | 55.3571 | 58.9286 | 62.5 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.6103 | 1.8144 | 1.3689 | 0.9099 | 0.7165 | 1.1474 |
Largest Winning Trade | 78553 | 78553 | 75259 | 2594197 | 2594197 | 2593843 |
Largest Losing Trade | -27883 | -24561 | -27883 | -2455170 | -1466541 | -2455170 |
Avg Bars in Trades | 49 | 39 | 58 | 49 | 39 | 58 |
Avg Bars in Winners | 61 | 46 | 78 | 61 | 46 | 78 |
Avg Bars in Losers | 31 | 27 | 34 | 31 | 27 | 34 |
Bars Traded | 5501 | 2212 | 3289 | 5501 | 2212 | 3289 |
Profit Streak | 0 | 0 | 553.3505 | 0 | 0 | 553.3505 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527544 | -164983 | -259119 | 283744 | -195052 | -170133 |
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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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