Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721338.2033 | 596823.2286 | 124514.9747 | 1483907.3506 | 386525.8736 | 1097381.4771 |
Total P&L (%) | 721.3382 | 596.8232 | 124.515 | 1483.9074 | 386.5259 | 1097.3815 |
Avg Daily Profit (%) | 0.3855 | 0.3189 | 0.0665 | 0.1477 | 0.0846 | 0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114712 | -63173 | -64340 | -3626705 | -2003539 | -2019084 |
Profit Factor | 2.4656 | 3.4221 | 1.5066 | 1.1485 | 1.076 | 1.2238 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 34.6939 | 31.0811 | 38.3562 | 34.6939 | 31.0811 | 38.3562 |
Ratio Avg Win / Avg Loss | 4.6411 | 7.5881 | 2.4214 | 2.1619 | 2.3859 | 1.9669 |
Largest Winning Trade | 490065 | 490065 | 56856 | 1761950 | 1761950 | 1423564 |
Largest Losing Trade | -18285 | -18285 | -14556 | -728150 | -342101 | -728150 |
Avg Bars in Trades | 36 | 30 | 43 | 36 | 30 | 43 |
Avg Bars in Winners | 77 | 66 | 86 | 77 | 66 | 86 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 5402 | 2247 | 3155 | 5402 | 2247 | 3155 |
Profit Streak | 0 | 0 | 25.55 | 0 | 0 | 25.55 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315296 | -56216 | -177575 | -57012 | -287694 | -90590 |
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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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