Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921929.2073 | 718154.6585 | 203774.5488 | 5262129.6094 | 1002344.8225 | 4259784.7869 |
Total P&L (%) | 921.9292 | 718.1547 | 203.7745 | 5262.1296 | 1002.3448 | 4259.7848 |
Avg Daily Profit (%) | 0.3813 | 0.297 | 0.0843 | 0.1648 | 0.0993 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103027 | -91893 | -71515 | -3815422 | -2633522 | -1214221 |
Profit Factor | 2.9192 | 3.8447 | 1.8941 | 1.4863 | 1.1591 | 1.9423 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 43.2692 | 40.3846 | 46.1538 | 43.2692 | 40.3846 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.8274 | 5.6754 | 2.2098 | 1.9487 | 1.7111 | 2.266 |
Largest Winning Trade | 387108 | 387108 | 66613 | 2649626 | 2168234 | 2649626 |
Largest Losing Trade | -29791 | -25787 | -29791 | -1185039 | -1185039 | -1108673 |
Avg Bars in Trades | 136 | 124 | 149 | 136 | 124 | 149 |
Avg Bars in Winners | 209 | 177 | 237 | 209 | 177 | 237 |
Avg Bars in Losers | 81 | 87 | 74 | 81 | 87 | 74 |
Bars Traded | 14226 | 6460 | 7766 | 14226 | 6460 | 7766 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461545 | -167979 | -258388 | 278271 | -288174 | -170198 |
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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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