Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218517.4691 | 1018815.2863 | 199702.1828 | 5041406.2368 | 5161028.092 | -119621.8552 |
Total P&L (%) | 1218.5175 | 1018.8153 | 199.7022 | 5041.4062 | 5161.0281 | -119.6219 |
Avg Daily Profit (%) | 0.5281 | 0.4416 | 0.0866 | 0.1709 | 0.1719 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110137 | -105134 | -133395 | -14256839 | -9968726 | -9352527 |
Profit Factor | 1.8868 | 2.444 | 1.2987 | 1.0677 | 1.1287 | 0.9965 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 187 | 88 | 99 | 187 | 88 | 99 |
Losing Trades | 198 | 105 | 93 | 198 | 105 | 93 |
Profitability (%) | 48.5714 | 45.5959 | 51.5625 | 48.5714 | 45.5959 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.9977 | 2.9161 | 1.22 | 1.1305 | 1.3467 | 0.9361 |
Largest Winning Trade | 570677 | 570677 | 81841 | 7627455 | 7627455 | 3242248 |
Largest Losing Trade | -53827 | -32535 | -53827 | -2606035 | -2255578 | -2606035 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 51 | 38 | 61 | 51 | 38 | 61 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 13712 | 5512 | 8200 | 13712 | 5512 | 8200 |
Profit Streak | 0 | 0 | 7.7755 | 0 | 0 | 7.7755 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571721 | 496068 | -75992 | -136862 | -72192 | -579449 |
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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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