Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833664.3252 | 579750.9409 | 253913.3843 | 16790912.1267 | 4741685.879 | 12049226.2476 |
Total P&L (%) | 833.6643 | 579.7509 | 253.9134 | 16790.9121 | 4741.6859 | 12049.2262 |
Avg Daily Profit (%) | 0.5152 | 0.3583 | 0.1569 | 0.3175 | 0.2401 | 0.2971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64274 | -113309 | -57949 | -7130112 | -7468680 | -1986922 |
Profit Factor | 2.6975 | 3.0453 | 2.2227 | 1.7226 | 1.2828 | 2.8623 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 48.6486 | 42.8571 | 54.5455 | 48.6486 | 42.8571 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.8473 | 4.0604 | 1.8522 | 1.8183 | 1.7104 | 2.3852 |
Largest Winning Trade | 193390 | 193390 | 52463 | 8500262 | 8500262 | 5801216 |
Largest Losing Trade | -27192 | -23617 | -27192 | -3190292 | -3190292 | -1986922 |
Avg Bars in Trades | 171 | 160 | 182 | 171 | 160 | 182 |
Avg Bars in Winners | 281 | 280 | 281 | 281 | 280 | 281 |
Avg Bars in Losers | 67 | 70 | 64 | 67 | 70 | 64 |
Bars Traded | 19041 | 8981 | 10060 | 19041 | 8981 | 10060 |
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 | 563321 | -167624 | -167983 | 434758 | -173362 | -165134 |
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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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