Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2352798.9659 | 2224064.9398 | 128734.0261 | 1480972.6045 | 259031.5532 | 1221941.0513 |
Total P&L (%) | 2352.799 | 2224.0649 | 128.734 | 1480.9726 | 259.0316 | 1221.9411 |
Avg Daily Profit (%) | 1.0152 | 0.9597 | 0.0555 | 0.1192 | 0.0552 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128947 | -87185 | -150830 | -4093923 | -3121876 | -1551413 |
Profit Factor | 3.8063 | 6.0379 | 1.3243 | 1.157 | 1.0475 | 1.3068 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.8213 | 8.6255 | 1.4899 | 1.4655 | 1.4965 | 1.4701 |
Largest Winning Trade | 1968660 | 1968660 | 63841 | 2044908 | 2044908 | 1258746 |
Largest Losing Trade | -56935 | -49700 | -56935 | -1188062 | -1188062 | -648749 |
Avg Bars in Trades | 88 | 123 | 53 | 88 | 123 | 53 |
Avg Bars in Winners | 123 | 182 | 70 | 123 | 182 | 70 |
Avg Bars in Losers | 60 | 81 | 37 | 60 | 81 | 37 |
Bars Traded | 8991 | 6278 | 2713 | 8991 | 6278 | 2713 |
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 | 657225 | -161653 | -299707 | -83323 | -470979 | -224847 |
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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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