Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2043334.4145 | 1924264.521 | 119069.8935 | 3218977.4274 | 723549.1657 | 2495428.2617 |
Total P&L (%) | 2043.3344 | 1924.2645 | 119.0699 | 3218.9774 | 723.5492 | 2495.4283 |
Avg Daily Profit (%) | 0.8824 | 0.831 | 0.0514 | 0.1514 | 0.0911 | 0.1407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106298 | -93006 | -107414 | -1732420 | -1540427 | -486668 |
Profit Factor | 4.5185 | 6.6033 | 1.5017 | 1.5039 | 1.1544 | 2.4658 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 37.7049 | 32.2581 | 43.3333 | 37.7049 | 32.2581 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.4653 | 13.867 | 1.9638 | 2.4847 | 2.4243 | 3.2245 |
Largest Winning Trade | 1480127 | 1480127 | 78630 | 1906697 | 1832655 | 1906697 |
Largest Losing Trade | -66861 | -44261 | -66861 | -739947 | -739947 | -318258 |
Avg Bars in Trades | 106 | 92 | 121 | 106 | 92 | 121 |
Avg Bars in Winners | 185 | 182 | 188 | 185 | 182 | 188 |
Avg Bars in Losers | 58 | 49 | 69 | 58 | 49 | 69 |
Bars Traded | 6497 | 2863 | 3634 | 6497 | 2863 | 3634 |
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 | -150379 | 532135 | -124460 | -160996 | -127442 | -2702 |
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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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