Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021196.5293 | 823991.9677 | 197204.5616 | 5160334.3931 | 96033.6046 | 5064300.7886 |
Total P&L (%) | 1021.1965 | 823.992 | 197.2046 | 5160.3344 | 96.0336 | 5064.3008 |
Avg Daily Profit (%) | 0.5275 | 0.4256 | 0.1019 | 0.2049 | 0.0348 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128202 | -91058 | -70448 | -1861089 | -3393528 | -1159126 |
Profit Factor | 2.2481 | 2.7131 | 1.5848 | 1.3451 | 1.0097 | 1.9952 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 81 | 32 | 49 | 81 | 32 | 49 |
Losing Trades | 85 | 51 | 34 | 85 | 51 | 34 |
Profitability (%) | 48.7952 | 38.5542 | 59.0361 | 48.7952 | 38.5542 | 59.0361 |
Ratio Avg Win / Avg Loss | 2.3591 | 4.3241 | 1.0996 | 1.4115 | 1.6093 | 1.3845 |
Largest Winning Trade | 485953 | 485953 | 59007 | 3036645 | 3036645 | 1408825 |
Largest Losing Trade | -43974 | -43974 | -34590 | -1212028 | -1212028 | -1159126 |
Avg Bars in Trades | 68 | 87 | 49 | 68 | 87 | 49 |
Avg Bars in Winners | 84 | 119 | 61 | 84 | 119 | 61 |
Avg Bars in Losers | 53 | 66 | 32 | 53 | 66 | 32 |
Bars Traded | 11335 | 7239 | 4096 | 11335 | 7239 | 4096 |
Profit Streak | 0 | 0 | 35.1915 | 0 | 0 | 35.1915 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558602 | 372940 | -53506 | 318251 | -359930 | 446798 |
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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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