Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123104.7902 | 1021663.4586 | 101441.3316 | 1517525.9042 | 530493.1494 | 987032.7548 |
Total P&L (%) | 1123.1048 | 1021.6635 | 101.4413 | 1517.5259 | 530.4931 | 987.0328 |
Avg Daily Profit (%) | 0.4696 | 0.4272 | 0.0424 | 0.1165 | 0.077 | 0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108500 | -114608 | -97349 | -1516898 | -1562491 | -618224 |
Profit Factor | 2.7404 | 4.1369 | 1.3174 | 1.2449 | 1.1447 | 1.39 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 47.8261 | 43.1034 | 52.6316 | 47.8261 | 43.1034 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.9895 | 5.4607 | 1.1856 | 1.3581 | 1.511 | 1.251 |
Largest Winning Trade | 836346 | 836346 | 55267 | 1059662 | 1059662 | 539284 |
Largest Losing Trade | -45751 | -44104 | -45751 | -786402 | -786402 | -447036 |
Avg Bars in Trades | 37 | 26 | 47 | 37 | 26 | 47 |
Avg Bars in Winners | 52 | 40 | 62 | 52 | 40 | 62 |
Avg Bars in Losers | 23 | 16 | 31 | 23 | 16 | 31 |
Bars Traded | 4258 | 1538 | 2720 | 4258 | 1538 | 2720 |
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 | 541126 | -165317 | -315774 | -37905 | -332367 | -238375 |
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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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