Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833009.1874 | 550338.3269 | 282670.8605 | 9505502.4215 | 4482452.0076 | 5023050.4139 |
Total P&L (%) | 833.0092 | 550.3383 | 282.6709 | 9505.5024 | 4482.452 | 5023.0504 |
Avg Daily Profit (%) | 0.5657 | 0.3737 | 0.192 | 0.3105 | 0.2601 | 0.2677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84869 | -91830 | -22724 | -878490 | -540260 | -681208 |
Profit Factor | 4.8186 | 5.311 | 4.1238 | 3.5008 | 3.4676 | 3.5313 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 55.8824 | 50 | 61.7647 | 55.8824 | 50 | 61.7647 |
Ratio Avg Win / Avg Loss | 3.8041 | 5.311 | 2.5528 | 2.7638 | 3.4676 | 2.186 |
Largest Winning Trade | 413850 | 413850 | 70808 | 2217976 | 1157067 | 2217976 |
Largest Losing Trade | -35227 | -35227 | -22724 | -681208 | -540260 | -681208 |
Avg Bars in Trades | 83 | 60 | 105 | 83 | 60 | 105 |
Avg Bars in Winners | 114 | 91 | 133 | 114 | 91 | 133 |
Avg Bars in Losers | 44 | 30 | 61 | 44 | 30 | 61 |
Bars Traded | 5668 | 2073 | 3595 | 5668 | 2073 | 3595 |
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 | -93911 | 631027 | 583656 | -97059 | 545992 | 606310 |
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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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