Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1471655.9088 | 1396935.824 | 74720.0848 | 105366.8294 | 14054.3069 | 91312.5225 |
Total P&L (%) | 1471.6559 | 1396.9358 | 74.7201 | 105.3668 | 14.0543 | 91.3125 |
Avg Daily Profit (%) | 0.622 | 0.5904 | 0.0316 | 0.0304 | 0.0056 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136084 | -69614 | -166505 | -263894 | -218196 | -190993 |
Profit Factor | 2.5274 | 4.0233 | 1.149 | 1.0648 | 1.017 | 1.1142 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 54.2056 | 50.4673 | 57.9439 | 54.2056 | 50.4673 | 57.9439 |
Ratio Avg Win / Avg Loss | 2.1352 | 3.9488 | 0.834 | 0.8996 | 0.9982 | 0.8087 |
Largest Winning Trade | 1401239 | 1401239 | 63688 | 264079 | 264079 | 116583 |
Largest Losing Trade | -55452 | -42368 | -55452 | -96111 | -90288 | -96111 |
Avg Bars in Trades | 64 | 57 | 71 | 64 | 57 | 71 |
Avg Bars in Winners | 80 | 68 | 89 | 80 | 68 | 89 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 13765 | 6120 | 7646 | 13765 | 6120 | 7646 |
Profit Streak | 0 | 0 | 17.4714 | 0 | 0 | 17.4714 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652602 | 656808 | -207661 | -301459 | -428723 | -251448 |
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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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