Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886504.2719 | 1759155.6392 | 127348.6328 | 1868249.8228 | 561378.3872 | 1306871.4356 |
Total P&L (%) | 1886.5043 | 1759.1556 | 127.3486 | 1868.2498 | 561.3784 | 1306.8714 |
Avg Daily Profit (%) | 0.8109 | 0.7561 | 0.0547 | 0.1282 | 0.0812 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111351 | -99124 | -90326 | -1405410 | -1589296 | -961768 |
Profit Factor | 3.2714 | 4.9589 | 1.3298 | 1.2344 | 1.1143 | 1.4269 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 48.5294 | 44.1176 | 52.9412 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.4697 | 6.2812 | 1.182 | 1.3092 | 1.4115 | 1.2684 |
Largest Winning Trade | 1499208 | 1499208 | 79698 | 1170439 | 1170439 | 774024 |
Largest Losing Trade | -49799 | -40749 | -49799 | -649133 | -649133 | -410076 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 47 | 41 | 52 | 47 | 41 | 52 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 4568 | 2035 | 2533 | 4568 | 2035 | 2533 |
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 | 691830 | -90912 | -228355 | -22038 | -290319 | -148715 |
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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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