Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014945.8582 | 791804.6097 | 223141.2485 | 6825953.5519 | 2210649.3737 | 4615304.1782 |
Total P&L (%) | 1014.9459 | 791.8046 | 223.1412 | 6825.9536 | 2210.6494 | 4615.3042 |
Avg Daily Profit (%) | 0.4213 | 0.3287 | 0.0926 | 0.1761 | 0.1304 | 0.1601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148715 | -86291 | -131877 | -3249698 | -1704735 | -1544963 |
Profit Factor | 2.6939 | 3.4571 | 1.8058 | 1.5978 | 1.3321 | 1.9691 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 45.9184 | 40.8163 | 51.0204 | 45.9184 | 40.8163 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.1728 | 5.0128 | 1.7335 | 1.8819 | 1.9316 | 1.8903 |
Largest Winning Trade | 355599 | 355599 | 65369 | 1793137 | 1693194 | 1793137 |
Largest Losing Trade | -53152 | -31482 | -53152 | -921464 | -921464 | -863503 |
Avg Bars in Trades | 96 | 90 | 101 | 96 | 90 | 101 |
Avg Bars in Winners | 145 | 141 | 148 | 145 | 141 | 148 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 9408 | 4422 | 4986 | 9408 | 4422 | 4986 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494712 | 441879 | -65660 | 342780 | -20578 | 419959 |
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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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