Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831639.3805 | 623866.1363 | 207773.2442 | 7196090.2835 | 2289077.1777 | 4907013.1058 |
Total P&L (%) | 831.6394 | 623.8661 | 207.7732 | 7196.0903 | 2289.0772 | 4907.0131 |
Avg Daily Profit (%) | 0.434 | 0.3256 | 0.1084 | 0.2241 | 0.1657 | 0.2044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150682 | -73684 | -98497 | -6789947 | -3772588 | -3958141 |
Profit Factor | 2.0366 | 2.6807 | 1.4819 | 1.3814 | 1.2365 | 1.5339 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 58.8235 | 57.3529 | 60.2941 | 58.8235 | 57.3529 | 60.2941 |
Ratio Avg Win / Avg Loss | 1.4256 | 1.9934 | 0.9759 | 0.967 | 0.9195 | 1.0101 |
Largest Winning Trade | 137108 | 137108 | 49297 | 3281467 | 2787990 | 3281467 |
Largest Losing Trade | -47744 | -47644 | -47744 | -3746016 | -1909185 | -3746016 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 5522 | 2768 | 2754 | 5522 | 2768 | 2754 |
Profit Streak | 0 | 0 | 49.8519 | 0 | 0 | 49.8519 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514842 | -94002 | -155996 | 311839 | -102452 | -97692 |
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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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