Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829455.2864 | 632869.2235 | 196586.0629 | 3463968.1272 | 252616.5468 | 3211351.5804 |
Total P&L (%) | 829.4553 | 632.8692 | 196.5861 | 3463.9681 | 252.6165 | 3211.3516 |
Avg Daily Profit (%) | 0.3441 | 0.2625 | 0.0815 | 0.1483 | 0.0523 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90368 | -78547 | -111118 | -6648065 | -5822222 | -1835839 |
Profit Factor | 2.0215 | 2.5423 | 1.4894 | 1.1706 | 1.0209 | 1.3903 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 42.3077 | 35.3846 | 49.2308 | 42.3077 | 35.3846 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.7566 | 4.6425 | 1.536 | 1.5963 | 1.8643 | 1.4337 |
Largest Winning Trade | 285085 | 285085 | 57970 | 4405956 | 4405956 | 1600667 |
Largest Losing Trade | -42867 | -35850 | -42867 | -1677110 | -1677110 | -974135 |
Avg Bars in Trades | 54 | 46 | 62 | 54 | 46 | 62 |
Avg Bars in Winners | 87 | 75 | 95 | 87 | 75 | 95 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 7072 | 2991 | 4081 | 7072 | 2991 | 4081 |
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 | 376704 | -124222 | -213702 | -29011 | -457135 | -130012 |
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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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