Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661790.4508 | 460028.2706 | 201762.1801 | 2180050.9106 | 239240.8424 | 1940810.0682 |
Total P&L (%) | 661.7905 | 460.0283 | 201.7622 | 2180.0509 | 239.2408 | 1940.8101 |
Avg Daily Profit (%) | 0.3451 | 0.2399 | 0.1052 | 0.1632 | 0.0637 | 0.1574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99799 | -69433 | -56566 | -4566284 | -3464777 | -1706565 |
Profit Factor | 2.1894 | 2.5834 | 1.7588 | 1.1949 | 1.0365 | 1.419 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 40.4255 | 38.2979 | 42.5532 | 40.4255 | 38.2979 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.2264 | 4.1621 | 2.3744 | 1.7609 | 1.6699 | 1.9156 |
Largest Winning Trade | 185237 | 185237 | 61697 | 2760285 | 2760285 | 1346770 |
Largest Losing Trade | -47307 | -47307 | -27708 | -1931617 | -1931617 | -817177 |
Avg Bars in Trades | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Winners | 119 | 128 | 111 | 119 | 128 | 111 |
Avg Bars in Losers | 50 | 55 | 45 | 50 | 55 | 45 |
Bars Traded | 7365 | 3908 | 3457 | 7365 | 3908 | 3457 |
Profit Streak | 0 | 0 | 48.1099 | 0 | 0 | 48.1099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358959 | 303067 | -51430 | -814 | -291578 | 264311 |
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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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