Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667457.8503 | 513808.4044 | 153649.4459 | 3166428.9488 | 1129449.6265 | 2036979.3224 |
Total P&L (%) | 667.4579 | 513.8084 | 153.6494 | 3166.4289 | 1129.4496 | 2036.9793 |
Avg Daily Profit (%) | 0.3759 | 0.2893 | 0.0865 | 0.1965 | 0.1414 | 0.1726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70922 | -36587 | -59980 | -3714241 | -1722186 | -1992055 |
Profit Factor | 2.6337 | 4.0804 | 1.6356 | 1.4707 | 1.3527 | 1.5778 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 42.6471 | 44.1176 | 41.1765 | 42.6471 | 44.1176 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.5419 | 5.1685 | 2.3365 | 1.9778 | 1.7135 | 2.254 |
Largest Winning Trade | 199337 | 199337 | 77596 | 1648026 | 1264444 | 1648026 |
Largest Losing Trade | -41512 | -18494 | -41512 | -1113111 | -758268 | -1113111 |
Avg Bars in Trades | 101 | 90 | 113 | 101 | 90 | 113 |
Avg Bars in Winners | 184 | 156 | 215 | 184 | 156 | 215 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 6933 | 3083 | 3850 | 6933 | 3083 | 3850 |
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 | -102072 | 490218 | -77788 | -106391 | -4642 | 260906 |
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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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