Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798494.8731 | 591462.0883 | 207032.7848 | 8156133.4116 | 5231243.1847 | 2924890.2269 |
Total P&L (%) | 798.4949 | 591.4621 | 207.0328 | 8156.1334 | 5231.2432 | 2924.8902 |
Avg Daily Profit (%) | 0.4041 | 0.2993 | 0.1048 | 0.2236 | 0.2014 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88294 | -91354 | -99911 | -4053850 | -3341235 | -3458380 |
Profit Factor | 2.2589 | 2.824 | 1.6678 | 1.4797 | 1.6002 | 1.3529 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 47.8632 | 44.0678 | 51.7241 | 47.8632 | 44.0678 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.4606 | 3.5843 | 1.5566 | 1.6118 | 2.0311 | 1.2627 |
Largest Winning Trade | 135339 | 135339 | 67776 | 3604852 | 3604852 | 2017048 |
Largest Losing Trade | -64023 | -27404 | -64023 | -2502513 | -1551336 | -2502513 |
Avg Bars in Trades | 99 | 93 | 105 | 99 | 93 | 105 |
Avg Bars in Winners | 153 | 149 | 157 | 153 | 149 | 157 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 11611 | 5507 | 6104 | 11611 | 5507 | 6104 |
Profit Streak | 0 | 0 | 552.7392 | 0 | 0 | 552.7392 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488219 | -164710 | -229196 | 360438 | -167908 | -171036 |
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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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