Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587475.8476 | 1408719.8921 | 178755.9556 | 3314255.5465 | 1791052.7115 | 1523202.8349 |
Total P&L (%) | 1587.4758 | 1408.7199 | 178.756 | 3314.2555 | 1791.0527 | 1523.2028 |
Avg Daily Profit (%) | 0.6685 | 0.5932 | 0.0753 | 0.1488 | 0.1239 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128341 | -104444 | -59243 | -9447443 | -5886059 | -4262629 |
Profit Factor | 2.6976 | 3.7965 | 1.4144 | 1.1014 | 1.1067 | 1.0958 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 43.4555 | 42.7083 | 44.2105 | 43.4555 | 42.7083 | 44.2105 |
Ratio Avg Win / Avg Loss | 3.5102 | 5.0928 | 1.7848 | 1.4331 | 1.4846 | 1.3827 |
Largest Winning Trade | 933160 | 933160 | 66347 | 4302479 | 3751576 | 4302479 |
Largest Losing Trade | -46084 | -46084 | -25448 | -2284222 | -2284222 | -1402823 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 121 | 111 | 131 | 121 | 111 | 131 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 13904 | 6510 | 7394 | 13904 | 6510 | 7394 |
Profit Streak | 0 | 0 | 8.5095 | 0 | 0 | 8.5095 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563155 | 546374 | -91979 | -104575 | -133526 | -152441 |
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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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