Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711274.4266 | 418055.921 | 293218.5056 | 3699504.5408 | 703113.6721 | 2996390.8687 |
Total P&L (%) | 711.2744 | 418.0559 | 293.2185 | 3699.5045 | 703.1137 | 2996.3909 |
Avg Daily Profit (%) | 0.3941 | 0.2316 | 0.1624 | 0.2017 | 0.1155 | 0.1904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99574 | -62690 | -56406 | -3256062 | -1601636 | -2560037 |
Profit Factor | 2.3842 | 2.3786 | 2.3923 | 1.3051 | 1.1108 | 1.5185 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 47 | 15 | 32 | 47 | 15 | 32 |
Losing Trades | 64 | 41 | 23 | 64 | 41 | 23 |
Profitability (%) | 42.3423 | 26.7857 | 58.1818 | 42.3423 | 26.7857 | 58.1818 |
Ratio Avg Win / Avg Loss | 3.2466 | 6.5015 | 1.7194 | 1.7772 | 3.0362 | 1.0914 |
Largest Winning Trade | 295058 | 295058 | 71186 | 1579931 | 1579931 | 977889 |
Largest Losing Trade | -53777 | -20646 | -53777 | -2400402 | -534432 | -2400402 |
Avg Bars in Trades | 95 | 81 | 109 | 95 | 81 | 109 |
Avg Bars in Winners | 156 | 165 | 152 | 156 | 165 | 152 |
Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
Bars Traded | 10571 | 4566 | 6005 | 10571 | 4566 | 6005 |
Profit Streak | 0 | 0 | 43.7263 | 0 | 0 | 43.7263 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415981 | -189855 | -166583 | 237451 | -338212 | -169066 |
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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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