Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649168.7125 | 460587.4476 | 188581.2649 | 4819124.3726 | 912330.7069 | 3906793.6657 |
Total P&L (%) | 649.1687 | 460.5874 | 188.5813 | 4819.1244 | 912.3307 | 3906.7937 |
Avg Daily Profit (%) | 0.3284 | 0.233 | 0.0954 | 0.1972 | 0.1172 | 0.1869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66200 | -54714 | -102942 | -2304263 | -2304263 | -1494976 |
Profit Factor | 2.3056 | 3.0765 | 1.6848 | 1.5081 | 1.1683 | 1.9612 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 56.8966 | 53.4483 | 60.3448 | 56.8966 | 53.4483 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.7467 | 2.6795 | 1.1071 | 1.1425 | 1.0176 | 1.2888 |
Largest Winning Trade | 120685 | 120685 | 72847 | 1534805 | 1112028 | 1534805 |
Largest Losing Trade | -31900 | -31900 | -28557 | -2304263 | -2304263 | -1298571 |
Avg Bars in Trades | 49 | 44 | 53 | 49 | 44 | 53 |
Avg Bars in Winners | 62 | 63 | 62 | 62 | 63 | 62 |
Avg Bars in Losers | 30 | 22 | 39 | 30 | 22 | 39 |
Bars Traded | 5686 | 2591 | 3095 | 5686 | 2591 | 3095 |
Profit Streak | 0 | 0 | 591.2886 | 0 | 0 | 591.2886 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530168 | -165827 | -240905 | 380593 | -251132 | -166824 |
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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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