Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849586.5677 | 659197.0601 | 190389.5075 | 4420266.937 | 1577941.2929 | 2842325.6442 |
Total P&L (%) | 849.5866 | 659.1971 | 190.3895 | 4420.2669 | 1577.9413 | 2842.3256 |
Avg Daily Profit (%) | 0.3514 | 0.2726 | 0.0787 | 0.1578 | 0.1167 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115245 | -69820 | -148101 | -1915862 | -1887237 | -1160122 |
Profit Factor | 2.2217 | 3.009 | 1.5183 | 1.4045 | 1.2858 | 1.5257 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 46.3415 | 45.1613 | 47.541 | 46.3415 | 45.1613 | 47.541 |
Ratio Avg Win / Avg Loss | 2.5725 | 3.6538 | 1.6754 | 1.6263 | 1.5614 | 1.6836 |
Largest Winning Trade | 285591 | 285591 | 65133 | 1633775 | 1412775 | 1633775 |
Largest Losing Trade | -38799 | -32813 | -38799 | -1005016 | -683171 | -1005016 |
Avg Bars in Trades | 116 | 106 | 126 | 116 | 106 | 126 |
Avg Bars in Winners | 168 | 156 | 181 | 168 | 156 | 181 |
Avg Bars in Losers | 70 | 65 | 76 | 70 | 65 | 76 |
Bars Traded | 14307 | 6599 | 7708 | 14307 | 6599 | 7708 |
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 | 448673 | -141656 | -247921 | 302901 | -191732 | -165830 |
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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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