Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106556.8426 | 987332.2424 | 119224.6002 | 1134736.0546 | 437496.3041 | 697239.7505 |
Total P&L (%) | 1106.5568 | 987.3322 | 119.2246 | 1134.7361 | 437.4963 | 697.2398 |
Avg Daily Profit (%) | 0.4631 | 0.4132 | 0.0499 | 0.1052 | 0.0704 | 0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122955 | -105206 | -97482 | -5262818 | -5079549 | -2446552 |
Profit Factor | 1.9289 | 2.8993 | 1.1776 | 1.0447 | 1.0336 | 1.0565 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 49.5238 | 44.7619 | 54.2857 | 49.5238 | 44.7619 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.966 | 3.5778 | 0.9916 | 1.0648 | 1.2755 | 0.8897 |
Largest Winning Trade | 685292 | 685292 | 66412 | 3334315 | 3334315 | 1623461 |
Largest Losing Trade | -42755 | -37169 | -42755 | -1461779 | -1461779 | -1447555 |
Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Winners | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Losers | 35 | 28 | 44 | 35 | 28 | 44 |
Bars Traded | 9417 | 3883 | 5533 | 9417 | 3883 | 5533 |
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 | 535083 | 471025 | -152872 | -222480 | -284835 | -236263 |
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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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