Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588500.1425 | 1451825.4216 | 136674.7209 | 1108994.1529 | -1048111.8873 | 2157106.0402 |
Total P&L (%) | 1588.5001 | 1451.8254 | 136.6747 | 1108.9942 | -1048.1119 | 2157.106 |
Avg Daily Profit (%) | 0.6755 | 0.6174 | 0.0581 | 0.106 | 0 | 0.1326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97065 | -105160 | -96504 | -3111382 | -3470878 | -1396274 |
Profit Factor | 3.3978 | 5.0028 | 1.4559 | 1.1008 | 0.841 | 1.4889 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 35.1351 | 26.7857 | 43.6364 | 35.1351 | 26.7857 | 43.6364 |
Ratio Avg Win / Avg Loss | 6.2728 | 13.6744 | 1.8805 | 2.0322 | 2.2988 | 1.9232 |
Largest Winning Trade | 1418980 | 1418980 | 58716 | 1575936 | 1575936 | 1279035 |
Largest Losing Trade | -31330 | -24018 | -31330 | -776686 | -655488 | -776686 |
Avg Bars in Trades | 83 | 65 | 102 | 83 | 65 | 102 |
Avg Bars in Winners | 173 | 153 | 185 | 173 | 153 | 185 |
Avg Bars in Losers | 34 | 33 | 37 | 34 | 33 | 37 |
Bars Traded | 9271 | 3660 | 5611 | 9271 | 3660 | 5611 |
Profit Streak | 0 | 0 | 14.1262 | 0 | 0 | 14.1262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472103 | -182875 | -295097 | -165050 | -780277 | -195139 |
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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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