Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841946.4332 | 659399.6317 | 182546.8015 | 2437355.4595 | 332992.8023 | 2104362.6571 |
Total P&L (%) | 841.9464 | 659.3996 | 182.5468 | 2437.3555 | 332.9928 | 2104.3627 |
Avg Daily Profit (%) | 0.4534 | 0.3551 | 0.0983 | 0.1743 | 0.079 | 0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72158 | -65202 | -32056 | -3071170 | -3054272 | -1220901 |
Profit Factor | 3.0086 | 3.6192 | 2.0903 | 1.1865 | 1.0426 | 1.4014 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 50.4348 | 50.8772 | 50 | 50.4348 | 50.8772 | 50 |
Ratio Avg Win / Avg Loss | 2.9567 | 3.4944 | 2.0903 | 1.1661 | 1.0066 | 1.4014 |
Largest Winning Trade | 606240 | 606240 | 80933 | 2156391 | 2156391 | 1574170 |
Largest Losing Trade | -27505 | -27505 | -15005 | -684168 | -684168 | -494897 |
Avg Bars in Trades | 45 | 32 | 58 | 45 | 32 | 58 |
Avg Bars in Winners | 71 | 45 | 97 | 71 | 45 | 97 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 5233 | 1842 | 3391 | 5233 | 1842 | 3391 |
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 | 587224 | -163795 | -237817 | -7143 | -441184 | -171598 |
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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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