Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962671.809 | 749958.4791 | 212713.3299 | 9115952.2347 | 1485849.3665 | 7630102.8681 |
Total P&L (%) | 962.6718 | 749.9585 | 212.7133 | 9115.9522 | 1485.8494 | 7630.1029 |
Avg Daily Profit (%) | 0.3994 | 0.3112 | 0.0883 | 0.1879 | 0.1147 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122704 | -88292 | -89624 | -10710013 | -7967804 | -3492537 |
Profit Factor | 2.6161 | 3.4381 | 1.7384 | 1.3079 | 1.0855 | 1.6238 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 37.037 | 31.4815 | 42.5926 | 37.037 | 31.4815 | 42.5926 |
Ratio Avg Win / Avg Loss | 4.4474 | 7.4829 | 2.3431 | 2.2235 | 2.3626 | 2.1886 |
Largest Winning Trade | 311434 | 311434 | 68220 | 5250259 | 4036565 | 5250259 |
Largest Losing Trade | -38424 | -38424 | -23043 | -2801967 | -2801967 | -1493760 |
Avg Bars in Trades | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Winners | 82 | 66 | 93 | 82 | 66 | 93 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 4710 | 1882 | 2828 | 4710 | 1882 | 2828 |
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 | 359198 | -171971 | -254762 | 159244 | -352280 | -171990 |
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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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