Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750972.5692 | 588600.2944 | 162372.2748 | 1378617.6463 | 5602755.3139 | -4224137.6676 |
Total P&L (%) | 750.9726 | 588.6003 | 162.3723 | 1378.6176 | 5602.7553 | -4224.1377 |
Avg Daily Profit (%) | 0.3799 | 0.2978 | 0.0821 | 0.1364 | 0.2048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181932 | -203684 | -82304 | -7519613 | -3405738 | -6307560 |
Profit Factor | 1.9966 | 2.2767 | 1.5551 | 1.0766 | 1.7043 | 0.5791 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 48.2143 | 42.8571 | 53.5714 | 48.2143 | 42.8571 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.1445 | 3.0356 | 1.3478 | 1.1564 | 2.2724 | 0.5019 |
Largest Winning Trade | 206439 | 206439 | 53461 | 5343285 | 5343285 | 1292155 |
Largest Losing Trade | -65211 | -53363 | -65211 | -5172304 | -1275987 | -5172304 |
Avg Bars in Trades | 67 | 73 | 60 | 67 | 73 | 60 |
Avg Bars in Winners | 97 | 108 | 89 | 97 | 108 | 89 |
Avg Bars in Losers | 38 | 48 | 26 | 38 | 48 | 26 |
Bars Traded | 7520 | 4142 | 3379 | 7520 | 4142 | 3379 |
Profit Streak | 0 | 0 | 660.2335 | 0 | 0 | 660.2335 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466999 | -169625 | -260276 | -147209 | -171525 | -759412 |
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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) |
---|