Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682631.4537 | 486564.2304 | 196067.2233 | 4778864.9833 | 986616.0262 | 3792248.9571 |
Total P&L (%) | 682.6315 | 486.5642 | 196.0672 | 4778.865 | 986.616 | 3792.249 |
Avg Daily Profit (%) | 0.3652 | 0.2603 | 0.1049 | 0.2082 | 0.1277 | 0.1961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61313 | -57815 | -58623 | -4245405 | -3777907 | -2511097 |
Profit Factor | 2.0019 | 2.4093 | 1.5833 | 1.1882 | 1.0765 | 1.3034 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 122 | 51 | 71 | 122 | 51 | 71 |
Losing Trades | 155 | 88 | 67 | 155 | 88 | 67 |
Profitability (%) | 44.0433 | 36.6906 | 51.4493 | 44.0433 | 36.6906 | 51.4493 |
Ratio Avg Win / Avg Loss | 2.5433 | 4.1572 | 1.4941 | 1.5096 | 1.8576 | 1.23 |
Largest Winning Trade | 259287 | 259287 | 56802 | 3828092 | 3828092 | 1622334 |
Largest Losing Trade | -29755 | -29755 | -16876 | -1428178 | -828008 | -1428178 |
Avg Bars in Trades | 79 | 64 | 94 | 79 | 64 | 94 |
Avg Bars in Winners | 128 | 112 | 140 | 128 | 112 | 140 |
Avg Bars in Losers | 40 | 36 | 45 | 40 | 36 | 45 |
Bars Traded | 22009 | 8981 | 13028 | 22009 | 8981 | 13028 |
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 | 445900 | 265142 | -51124 | -5129 | -162678 | 291901 |
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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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