Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234027.611 | 1074054.3015 | 159973.3095 | 2824109.9816 | 1226698.3873 | 1597411.5943 |
Total P&L (%) | 1234.0276 | 1074.0543 | 159.9733 | 2824.11 | 1226.6984 | 1597.4116 |
Avg Daily Profit (%) | 0.5184 | 0.4512 | 0.0672 | 0.1419 | 0.1087 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107783 | -61841 | -71524 | -7891703 | -3933228 | -4436137 |
Profit Factor | 3.124 | 5.0023 | 1.5117 | 1.1499 | 1.1492 | 1.1505 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 29.8851 | 25 | 34.8837 | 29.8851 | 25 | 34.8837 |
Ratio Avg Win / Avg Loss | 7.3293 | 15.0068 | 2.8218 | 2.6979 | 3.4476 | 2.1475 |
Largest Winning Trade | 754678 | 754678 | 68610 | 3997058 | 2234676 | 3997058 |
Largest Losing Trade | -29774 | -20297 | -29774 | -2418081 | -1147688 | -2418081 |
Avg Bars in Trades | 158 | 104 | 213 | 158 | 104 | 213 |
Avg Bars in Winners | 438 | 317 | 528 | 438 | 317 | 528 |
Avg Bars in Losers | 38 | 33 | 45 | 38 | 33 | 45 |
Bars Traded | 13777 | 4588 | 9190 | 13777 | 4588 | 9190 |
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 | 312356 | -11774 | -106537 | -65740 | -132535 | -93427 |
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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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