Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873216.4068 | 616152.2731 | 257064.1337 | 10233160.4913 | 2808980.1131 | 7424180.3782 |
Total P&L (%) | 873.2164 | 616.1523 | 257.0641 | 10233.1605 | 2808.9801 | 7424.1804 |
Avg Daily Profit (%) | 0.4593 | 0.3241 | 0.1352 | 0.2442 | 0.1774 | 0.2275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100101 | -98838 | -102344 | -4233173 | -5343004 | -1746330 |
Profit Factor | 2.3603 | 2.7569 | 1.8827 | 1.5938 | 1.2514 | 2.2249 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 48.5981 | 51.8519 | 45.283 | 48.5981 | 51.8519 | 45.283 |
Ratio Avg Win / Avg Loss | 2.4964 | 2.5599 | 2.2749 | 1.6857 | 1.162 | 2.6884 |
Largest Winning Trade | 234869 | 234869 | 67293 | 4630797 | 4630797 | 4178245 |
Largest Losing Trade | -33797 | -29061 | -33797 | -4233173 | -4233173 | -1012866 |
Avg Bars in Trades | 103 | 75 | 131 | 103 | 75 | 131 |
Avg Bars in Winners | 143 | 85 | 209 | 143 | 85 | 209 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 11086 | 4097 | 6989 | 11086 | 4097 | 6989 |
Profit Streak | 0 | 0 | 552.3228 | 0 | 0 | 552.3228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521588 | -165456 | -190269 | 401234 | -172183 | -168799 |
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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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