Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702590.6245 | 438931.9473 | 263658.6772 | 7112660.3611 | 1965875.1305 | 5146785.2305 |
Total P&L (%) | 702.5906 | 438.9319 | 263.6587 | 7112.6604 | 1965.8751 | 5146.7852 |
Avg Daily Profit (%) | 0.3892 | 0.2431 | 0.1461 | 0.2373 | 0.1679 | 0.2196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61941 | -26367 | -44356 | -2363007 | -2054290 | -2320190 |
Profit Factor | 2.9945 | 4.3787 | 2.1858 | 1.5874 | 1.3874 | 1.7317 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 31.3043 | 31.0345 | 31.5789 | 31.3043 | 31.0345 | 31.5789 |
Ratio Avg Win / Avg Loss | 6.5712 | 9.7303 | 4.7358 | 3.4835 | 3.0831 | 3.7521 |
Largest Winning Trade | 262900 | 262900 | 75257 | 3274544 | 1958615 | 3274544 |
Largest Losing Trade | -14335 | -8497 | -14335 | -909082 | -437984 | -909082 |
Avg Bars in Trades | 58 | 20 | 97 | 58 | 20 | 97 |
Avg Bars in Winners | 158 | 52 | 263 | 158 | 52 | 263 |
Avg Bars in Losers | 12 | 5 | 20 | 12 | 5 | 20 |
Bars Traded | 6726 | 1170 | 5556 | 6726 | 1170 | 5556 |
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 | 302725 | -172101 | -181409 | 156334 | -177938 | -176009 |
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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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