Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865634.9147 | 595970.8132 | 269664.1015 | 6562580.8221 | 2028259.5449 | 4534321.2771 |
Total P&L (%) | 865.6349 | 595.9708 | 269.6641 | 6562.5808 | 2028.2595 | 4534.3213 |
Avg Daily Profit (%) | 0.4955 | 0.3412 | 0.1544 | 0.2407 | 0.1752 | 0.2198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57630 | -78224 | -32956 | -2853242 | -3936540 | -2396212 |
Profit Factor | 2.6574 | 2.9251 | 2.2677 | 1.4018 | 1.2089 | 1.6847 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 40.708 | 29.8246 | 51.7857 | 40.708 | 29.8246 | 51.7857 |
Ratio Avg Win / Avg Loss | 3.8705 | 6.8827 | 2.1113 | 2.0418 | 2.8444 | 1.5685 |
Largest Winning Trade | 371819 | 371819 | 52197 | 3421140 | 3421140 | 2052166 |
Largest Losing Trade | -21756 | -17225 | -21756 | -1226875 | -1220078 | -1226875 |
Avg Bars in Trades | 90 | 71 | 110 | 90 | 71 | 110 |
Avg Bars in Winners | 159 | 152 | 163 | 159 | 152 | 163 |
Avg Bars in Losers | 43 | 36 | 53 | 43 | 36 | 53 |
Bars Traded | 10255 | 4055 | 6200 | 10255 | 4055 | 6200 |
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 | 443492 | -174054 | -168276 | 248010 | -180420 | -168424 |
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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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