Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845457.3625 | 634353.8458 | 211103.5167 | 6954727.9972 | 1417234.8504 | 5537493.1468 |
Total P&L (%) | 845.4574 | 634.3538 | 211.1035 | 6954.728 | 1417.2349 | 5537.4931 |
Avg Daily Profit (%) | 0.3506 | 0.263 | 0.0875 | 0.1766 | 0.1128 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70863 | -66077 | -143677 | -6754167 | -5885310 | -3266091 |
Profit Factor | 2.2023 | 2.7481 | 1.6203 | 1.2216 | 1.075 | 1.4432 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 37.7778 | 33.8235 | 41.791 | 37.7778 | 33.8235 | 41.791 |
Ratio Avg Win / Avg Loss | 3.6273 | 5.3768 | 2.2568 | 2.012 | 2.1033 | 2.0101 |
Largest Winning Trade | 216919 | 216919 | 65537 | 4239690 | 4239690 | 4188135 |
Largest Losing Trade | -44022 | -28300 | -44022 | -3403547 | -3403547 | -1486178 |
Avg Bars in Trades | 51 | 49 | 54 | 51 | 49 | 54 |
Avg Bars in Winners | 88 | 81 | 94 | 88 | 81 | 94 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 6965 | 3340 | 3625 | 6965 | 3340 | 3625 |
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 | 328311 | -101928 | -193177 | 149699 | -294603 | -110322 |
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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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