Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771805.5375 | 527793.0204 | 244012.5171 | 6230246.243 | 2307754.8618 | 3922491.3812 |
Total P&L (%) | 771.8055 | 527.793 | 244.0125 | 6230.2462 | 2307.7549 | 3922.4914 |
Avg Daily Profit (%) | 0.4059 | 0.2776 | 0.1283 | 0.2184 | 0.1675 | 0.1945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90387 | -132988 | -91290 | -3495487 | -3159593 | -1224786 |
Profit Factor | 2.0774 | 2.3383 | 1.7578 | 1.5668 | 1.3235 | 2.0168 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 48.9209 | 45.7143 | 52.1739 | 48.9209 | 45.7143 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.169 | 2.7767 | 1.6113 | 1.6359 | 1.5716 | 1.8488 |
Largest Winning Trade | 192961 | 192961 | 50761 | 3395758 | 3395758 | 2414900 |
Largest Losing Trade | -40358 | -28836 | -40358 | -1173100 | -1173100 | -712973 |
Avg Bars in Trades | 80 | 75 | 84 | 80 | 75 | 84 |
Avg Bars in Winners | 122 | 125 | 120 | 122 | 125 | 120 |
Avg Bars in Losers | 39 | 33 | 46 | 39 | 33 | 46 |
Bars Traded | 11128 | 5267 | 5861 | 11128 | 5267 | 5861 |
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 | 493044 | -82970 | -119754 | 394873 | -87026 | -89575 |
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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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