Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945850.488 | 638097.0265 | 307753.4615 | 12707591.2748 | 5695651.714 | 7011939.5608 |
Total P&L (%) | 945.8505 | 638.097 | 307.7535 | 12707.5913 | 5695.6517 | 7011.9396 |
Avg Daily Profit (%) | 0.64 | 0.4317 | 0.2082 | 0.3289 | 0.2751 | 0.2889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68837 | -83787 | -50249 | -5032249 | -4738215 | -5383152 |
Profit Factor | 3.2365 | 3.6882 | 2.6586 | 1.5217 | 1.5259 | 1.5183 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 54.7619 | 50.7937 | 58.7302 | 54.7619 | 50.7937 | 58.7302 |
Ratio Avg Win / Avg Loss | 2.6736 | 3.573 | 1.8682 | 1.257 | 1.4782 | 1.0669 |
Largest Winning Trade | 436671 | 436671 | 62096 | 4633755 | 4633755 | 3581411 |
Largest Losing Trade | -32438 | -32438 | -19298 | -2890127 | -1864865 | -2890127 |
Avg Bars in Trades | 22 | 17 | 28 | 22 | 17 | 28 |
Avg Bars in Winners | 31 | 24 | 37 | 31 | 24 | 37 |
Avg Bars in Losers | 12 | 9 | 15 | 12 | 9 | 15 |
Bars Traded | 2882 | 1084 | 1798 | 2882 | 1084 | 1798 |
Profit Streak | 0 | 0 | 16.3555 | 0 | 0 | 16.3555 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 691689 | -129448 | -131439 | 425049 | -136156 | -133985 |
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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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