Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755177.1567 | 575149.2319 | 180027.9248 | 7764364.2748 | 3151680.5778 | 4612683.697 |
Total P&L (%) | 755.1772 | 575.1492 | 180.0279 | 7764.3643 | 3151.6806 | 4612.6837 |
Avg Daily Profit (%) | 0.3822 | 0.2911 | 0.0911 | 0.2211 | 0.1764 | 0.1952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66886 | -51543 | -118900 | -3797357 | -2922893 | -1144039 |
Profit Factor | 2.8077 | 3.6221 | 1.9074 | 1.9242 | 1.5867 | 2.5227 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 33.3333 | 30.1887 | 36.5385 | 33.3333 | 30.1887 | 36.5385 |
Ratio Avg Win / Avg Loss | 5.6155 | 8.3761 | 3.3128 | 3.8484 | 3.6692 | 4.3816 |
Largest Winning Trade | 179490 | 179490 | 70559 | 2416465 | 2416465 | 1734384 |
Largest Losing Trade | -35105 | -17699 | -35105 | -698999 | -698999 | -678870 |
Avg Bars in Trades | 108 | 93 | 123 | 108 | 93 | 123 |
Avg Bars in Winners | 255 | 238 | 268 | 255 | 238 | 268 |
Avg Bars in Losers | 35 | 30 | 39 | 35 | 30 | 39 |
Bars Traded | 11381 | 4954 | 6427 | 11381 | 4954 | 6427 |
Profit Streak | 0 | 0 | 622.3985 | 0 | 0 | 622.3985 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315058 | -172436 | -252041 | 204127 | -177254 | -171526 |
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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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