Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038947.4144 | 791866.7641 | 247080.6503 | 3777599.4672 | 2064773.2052 | 1712826.2621 |
Total P&L (%) | 1038.9474 | 791.8668 | 247.0807 | 3777.5995 | 2064.7732 | 1712.8263 |
Avg Daily Profit (%) | 0.7056 | 0.5378 | 0.1678 | 0.2487 | 0.2091 | 0.197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127819 | -92521 | -57049 | -5226911 | -4093036 | -2032195 |
Profit Factor | 2.4157 | 2.7855 | 1.8509 | 1.1868 | 1.1702 | 1.2116 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Losing Trades | 101 | 58 | 43 | 101 | 58 | 43 |
Profitability (%) | 38.0368 | 29.2683 | 46.9136 | 38.0368 | 29.2683 | 46.9136 |
Ratio Avg Win / Avg Loss | 3.9353 | 6.7317 | 2.0945 | 1.9333 | 2.828 | 1.3711 |
Largest Winning Trade | 542327 | 542327 | 70544 | 4481179 | 4481179 | 1437670 |
Largest Losing Trade | -31518 | -31518 | -25347 | -1818620 | -1818620 | -1027025 |
Avg Bars in Trades | 106 | 91 | 121 | 106 | 91 | 121 |
Avg Bars in Winners | 177 | 164 | 186 | 177 | 164 | 186 |
Avg Bars in Losers | 62 | 61 | 64 | 62 | 61 | 64 |
Bars Traded | 17381 | 7518 | 9863 | 17381 | 7518 | 9863 |
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 | 473877 | 28088 | -2299 | -9285 | -39526 | -5602 |
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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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