Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3272228.8945 | 3181836.1549 | 90392.7396 | 1349373.6829 | 1331470.4391 | 17903.2438 |
Total P&L (%) | 3272.2289 | 3181.8362 | 90.3927 | 1349.3737 | 1331.4704 | 17.9032 |
Avg Daily Profit (%) | 1.4154 | 1.3763 | 0.0391 | 0.1157 | 0.1152 | 0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137662 | -93918 | -110956 | -3150450 | -2462433 | -1552365 |
Profit Factor | 3.9202 | 6.2943 | 1.174 | 1.0894 | 1.1649 | 1.0026 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 34.728 | 32.5 | 36.9748 | 34.728 | 32.5 | 36.9748 |
Ratio Avg Win / Avg Loss | 7.368 | 13.0728 | 2.0011 | 2.0476 | 2.4195 | 1.7089 |
Largest Winning Trade | 3014890 | 3014890 | 84708 | 2081605 | 2081605 | 1063633 |
Largest Losing Trade | -28397 | -28397 | -23507 | -575377 | -575377 | -553608 |
Avg Bars in Trades | 56 | 49 | 62 | 56 | 49 | 62 |
Avg Bars in Winners | 111 | 98 | 122 | 111 | 98 | 122 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 13426 | 5942 | 7484 | 13426 | 5942 | 7484 |
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 | 576531 | 545528 | -174018 | -163823 | -83846 | -413506 |
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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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