Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127983.4416 | 1003557.406 | 124426.0355 | 4005186.8243 | 1610663.1526 | 2394523.6717 |
Total P&L (%) | 1127.9834 | 1003.5574 | 124.426 | 4005.1868 | 1610.6632 | 2394.5237 |
Avg Daily Profit (%) | 0.4887 | 0.4348 | 0.0539 | 0.1611 | 0.1231 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90340 | -137440 | -101143 | -2545339 | -2701256 | -1593354 |
Profit Factor | 2.697 | 4.1274 | 1.3619 | 1.3452 | 1.2497 | 1.4648 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 41.7722 | 42.5 | 41.0256 | 41.7722 | 42.5 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.7595 | 5.5842 | 1.9578 | 1.8751 | 1.6907 | 2.1057 |
Largest Winning Trade | 427151 | 427151 | 58750 | 2065957 | 1800398 | 2065957 |
Largest Losing Trade | -57163 | -57163 | -39732 | -1031007 | -1031007 | -824346 |
Avg Bars in Trades | 55 | 60 | 49 | 55 | 60 | 49 |
Avg Bars in Winners | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Losers | 32 | 44 | 20 | 32 | 44 | 20 |
Bars Traded | 4352 | 2432 | 1920 | 4352 | 2432 | 1920 |
Profit Streak | 0 | 0 | 14.7206 | 0 | 0 | 14.7206 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18826 | 515206 | -122232 | -25301 | -30253 | -7110 |
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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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