Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572238.3625 | 355623.0979 | 216615.2646 | 2475885.9377 | 1105342.9353 | 1370543.0024 |
Total P&L (%) | 572.2384 | 355.6231 | 216.6153 | 2475.8859 | 1105.3429 | 1370.543 |
Avg Daily Profit (%) | 0.4201 | 0.2611 | 0.159 | 0.2388 | 0.1829 | 0.1976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95259 | -71516 | -81260 | -2437664 | -2089593 | -956810 |
Profit Factor | 1.9523 | 2.0999 | 1.7804 | 1.3475 | 1.2713 | 1.4491 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 47.2727 | 38.1818 | 56.3636 | 47.2727 | 38.1818 | 56.3636 |
Ratio Avg Win / Avg Loss | 2.1776 | 3.3999 | 1.3784 | 1.5029 | 2.0583 | 1.1219 |
Largest Winning Trade | 104548 | 104548 | 38059 | 1286641 | 1286641 | 1044871 |
Largest Losing Trade | -30714 | -25568 | -30714 | -956810 | -584469 | -956810 |
Avg Bars in Trades | 36 | 37 | 34 | 36 | 37 | 34 |
Avg Bars in Winners | 48 | 54 | 44 | 48 | 54 | 44 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 3960 | 2062 | 1898 | 3960 | 2062 | 1898 |
Profit Streak | 45.3439 | 45.3439 | 55.6772 | 45.3439 | 45.3439 | 55.6772 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498496 | -171958 | -169132 | 362668 | -175183 | -169656 |
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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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